By default, your sandbox is set to accept persistent changes to files and settings.  For production use, however, instances are "stateless" by default. This means that our system resets the instance to a pristine state after each use.   All changes made to the system are stored in temporary storage, which is deleted when the instance is rebooted.  After each session, the instance is rebooted to ensure all sessions, even when multiple applications are used, are stateless. 

You can disable stateless apps from the Production tab in the Settings section of the Dashboard: