It could be a third party software that might be removing your cookies, especially if you use CCleaner or other programs of that type. You might look into that.
As far as the update interfering with cookies I highly doubt it unless something specifically messed with the cookies.sqlite file. You can try and delete that file and see if it will reinstate your options.
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Exit out of FF
Go to Run....
Type %APPDATA%\Mozilla\Firefox\Profiles
Look in the default folder
Find cookies.sqlite and delete it.
When you restart FF, it will regenerate the file as you browser wherever.
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