I think you're mixing up Waterfox with Librewolf. Librewolf by default deletes all your data after closing it, Waterfox doesn't.

It's actually for this reason that I use both for different purposes. I sign into accounts with Waterfox (using account containers and browser profiles so each account's data is self-contained and not shared between each other) and use a sandboxed installation of Librewolf with a few extensions like NoScript installed and letterboxing enabled for anything I don't sign into (i.e. news articles, web searches, etc.) so that the 50-odd domains running scripts on my local news station's website get way less of a fingerprint off me to use to target ads at me or sell my data to data brokers or the gestapo.