I tried the games you mentioned just now, in FF and Chrome, shut down the browser, opened it up again and the saves are still intact. So... not sure what it could be. If you use Windows, you could open the %APPDATA% folder (just type that as filepath) and navigate to Roaming > Macromedia > Flash Player > #SharedObjects and see if there are save files stored. You could also right click on a flash file in your browser and go through the settings to check that local storage is enabled.
I'm no expert though. Might be an issue with a browser plugin, or a program, or computer. I'd just try again without plugins, or in a different browser to see if that solves the problem. Good luck!