the behaviour you are seeing is normal and correct.
The are two way to work around his:
- create a new profile dedicated to Webdriver scripts (using Firefox), and use it. This will keep cache and cookies from one test to another.
- if you do not choose any profile, a new, clean profile is created each time you start Webdriver, and it is deleted at the end. This is slower and do not keep any memory from previous runs.
The choice depends on what you need.