my main guess :
the first time you booted, you didn't wait enough. you brutally shut down batocera while the data partition was formatting. On the next reboots, when batocera sees that the data partition is corrupted doesn't use it, instead, create partition in the ram as a drawback, thus, each time you shutdown batocera, your data are lost.
Reinstall batocera on the card and wait the end of the first boot.