I had the same problem, and discovered (at least for me) what the reason was.
I followed this thread to setup everything:
For some reason the database was never created and so everything I configured was lost after a restart.
In the beginning of the tutorial it says, that the database dataset should point to var/backups in the screenshot of the settings it says var/urbackup.
I changed the setting from var/backups to var/urbackup and this solved the problem. Database is now created and also my settings are stored.
Hope that helps!