Captivate 9 Self Paced Learning Bookmarking issue

Hi,

I have developped a course using Captivate 9, we do not have an LMS, and I want users to resume where they left off if they leave the course. I have checked Self Paced Learning and it works fine when I hit REFRESH (I get the popup asking to resume from where I left). But if I close the browser and return to the course it bring me back to the first slide and does not ask to resume.... Any idea?? I've tried in both IE and Chrome, same issue.