Don't quote me on this (I could be horribly wrong). Voyager doesn't seem to use cookies rather it relies on Index db and local storage. Local storage stores your credentials for your accounts (jwt tokens), and index db stores your preferences. If DDG only is preserving cookies and wiping the local storage and index db (again I haven't tested DDG) then that would give a possible explanation on why you are getting logged out and potentially why any settings are getting reverted.
Edit article explaning difference between storage types:
Edit 2 It looks like ddg is clearing data and only preserving first party cookies (which isn't used for voyager):
https://help.duckduckgo.com/duckduckgo-help-pages/privacy/web-tracking-protections/
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