You may have corrupt sessionstore file(s). Delete all sessionstore* files and the sessionstore-backups folder.

Don't delete the files if you need to rescue any data from them, just move them out of the profile folder to some location where Firefox doesn't look for them. You can try to read out their contents using this tool: https://www.jeffersonscher.com/res/scrounger.html

Type about:support<enter> in the address bar.

Under the page logo on the left side, you will see Application Basics. Under this find Profile Folder. To its right press the button Show Folder. This will open your file browser to the current Firefox profile. Now Close Firefox.

Locate the above file. Then rename or delete it. Restart Firefox.

I did all that and tried few times to test it but it didn't help.

https://support.mozilla.org/en-US/kb/how-to-fix-preferences-wont-save

Note: Some software, like Advanced SystemCare with Surfing Protection, can protect files in the Firefox profile folder against changes. If you have such software then check the settings or uninstall this software.

I don't have such a software. I am not sure why is it so. Only I have it?

The programs listed are examples. Did you check out the link?

If you use external cleanup software (CCleaner) then check the settings for Firefox and make sure that sessions isn't selected.

In case you use "Clear history when Firefox closes".

• do not clear the Browsing History

• Options/Preferences -> Privacy & Security -> Firefox will: "Use custom settings for history": [X] "Clear history when Firefox closes" -> Settings
• https://support.mozilla.org/en-US/kb/delete-browsing-search-download-history-firefox

• clearing "Site Preferences" clears exceptions for cookies, images, pop-up windows, and software installation and exception for password and other website specific data
• clearing "Cookies" will remove all selected cookies including cookies with an "Allow" exception you may want to keep