Hello,

If it does not save only in Chrome, then it's a browser setting that prevents the cookie from saving.

Go to the setting in Google Chrome. It will open up a new tab. From there, click "Under the Hood". Under the "Content Settings", you will see a sub category, Cookies. From the radio button list, choose Allow local data to be set (recommended). And also make sure you have unchecked "Block third-party cookies and site data". 

Try again. Now it will work.