Same thing happening to me. All cookies are being cleared on close.
I tried a fresh installation of Vivaldi (tried both install options to all users or just this user)
Cookies settings to Allow All No browser extensions other than Bitwarden (password manager) Logged in with Vivaldi SyncI noticed that if I don't log in with Vivaldi Sync, the cookies don't get cleared after closing the browser. Sync settings are set to Sync All Data.
If I log in to Sync and then log out, it still keeps clearing the cookies, it only works if I don't every use Sync or create a new Profile that also doesn't use Sync.
I hope this can provide help figuring out the issue, as I don't have any other software or extension that could be just clearing Vivaldi's cookies when I'm logged in with Sync.
Vivaldi Windows 6.7.3329.26 (Stable channel) (64-bit)