No, this is not how it is designed. Usually, you create your scenes and sources, and if you stop and restart obs, all is still there. OBS saves and restores scene data automatically. For this, OBS needs write access to the location where it saves the data. If you installed OBS in portable mode, OBS will try to write to the program folder, which is usually not writable.
How to fix: uninstall OBS and reinstall without portable mode.