It seemed like a bug but, what wasted time to re-render major projects over and over again to view and export your movie.
I have the same issue. I've set all my scratch disks to save same as project and yet the renders, even after repeated saves, appear unrendered the next time I open the project. Shouldn't they be saved to my drive for future reference?
I took the screengrab below as a possible explanation why renders don't remain once I close out. Does it mean I need to install Mercury Playback software and, if so, can you send me a link to a free download?
This is frustrating and insofar as no forum has solved the problem, it's a bug that should be fixed in future updates.