Mine doesn't, if I choose Classic it stays on Classic, or are you getting there via Modern ... in that case you're selecting to switch to it 'temporarily'
if your browser puts up the 'last visited' icons on it's start up page and you use them to go to the site, then that may be why you sometimes get the modern and other times the classic. Or certainly it is something similar.
Either bookmark the correct page you want and always use that link, or pin the correct 'last visited' icon to your browsers start up page.
If those are not the issue then let us know some more details on it and we'll throw out some more guesses. <grin>
