I don't have any particular repro steps for this apart from logging in, closing the tab and leave it for a day or two and revisit the site to see if it's still logged in.
This is been happening to me on Orion Beta and RC for a year or two but I can't quite pin down why Proton keeps signing me out after 10, 20 or 30 minutes despite check-marking Keep me signed in. Maybe a cookie issue, I don't know. It's one of the very few sites I have problems trying to stay logged in to with Orion.
It should keep me signed in to Proton Mail like most good browsers.
This doesn't occur with Safari, Chromium or Firefox.
0.99.127.3-rc (WebKit 619.1.1)
Mojave (10.14)
Edit: Forgot to add the link