Haven't we gone through this before? Do you see the cookie below? As long as it's there, my "stay logged in" at the forums works. As soon as I start the help, it, and everything else shown below (and more) disappear. And the "stay logged in" NO LONGER WORKS. It is, indeed, deleting my cookies. Using the help makes IE unusable!1) Not reproducible here.
2) Those aren't your cookies, those are temporary cache files which could be deleted at any time by anyone (including IE).
It most certainly does include cookies. The highlighted cookie in the screen shot below (from an x64 Win7 with IE11machine) is what was created when I pulled up this page, logged in and checked the box to stay logged in. Delete that (or any other cookie tied to a site I've chosen to keep myself logged into, for that matter) and I'm no longer logged in when I go back to the associated site. It's quite easy to notice having to log back into sites all the time.2) Those aren't your cookies, those are temporary cache files which could be deleted at any time by anyone (including IE).
Hey Vince, have you figured out what folders or files to save before running tchelp.exe and then to copy back to get around this until it gets fixed?