That’s correct. By default, it doesn’t save cookies, history, etc., like the standard version of Firefox (it’s a fork of Firefox, albeit a heavily-“armored” one) in “Private Browsing” mode. You can change the settings to save logins, but I’m not sure if that would affect your anonymity or not. One of the ideas with Tor is to make your device look as similar to others as possible, but if your Tor Browser is modified, that affects it in terms of how unique it appears. Is that correct, community? Need your help on this one.
For instance, the site AmIUnique will tell you if your browser/OS has a unique fingerprint. I’ve noticed that when using Tor, it tends to say that it either doesn’t have a unique fingerprint, or almost has a unique fingerprint. (Is there another post about browser/device fingerprinting?)
For Tor, I’ve started saving my logins with an offline password manager (either KeePass or Seahorse for Linux). This has helped me get around Tor not saving login info. What operating system do you have? I’m sure there’s equivalent password managers for whichever setup you have.