Hello Gavin, this is Emily.
Put this address in the chrome address bar and press enter to launch this settings page
chrome://settings/content/siteData
Then check this option: Delete data sites have saved to your device when you close all windows. Restart your chrome.
Technically Google Chrome is not a Microsoft product. If you have any further question about Google Chrome, I will recommend that you post in Google's community: https://support.google.com/chrome/community?hl=en