We haven't received other reports of that, but it's possible that it's Safari's "Intelligent Tracking Prevention", which can somewhat arbitrarily clear site cookies if it decides they're not necessary parts of sites you use regularly. It might stop happening automatically as you continue to use it, but just as a troubleshooting step you can try temporarily disabling that feature in Safari to see if the problem goes away.

If you're running any other third-party extensions that might be interfering, you should start by disabling those.