With "every time" I means when I come to this site, not every page request. ;)
So after few hours I take a look and was logged out again.
I see cookies before logged out and after first page refresh with logged out. Only differences is in all three winscpforum_* cookies. phpbb2mysql_* is still the same. After login only winscpforum_data is different. winscpforum_t expires with session. winscpforum_sid and winscpforum_data expires "Sat Nov 16 2019 18:04:04 GMT+0100" (one year).