Save Game not working with HTML5 Packaging

I have some variables I want to save during my game, and when I run my game in the UE4 editor, everything works as intended. However, when I package my project to HTML5 and try to play it in Firefox/Chrome, none of my variables are being saved. Does anyone know of a way to fix this issue?

Edit: When I package the game to Windows, I have the same issue where none of my variables are being saved.

By default, variables will not save when a packaged game ends.

Creating a Save Game Object will be one example of creating persistent variables :