How can the contents of my collections not be emptied every time I close and reopen the program?
That should not happen, there where some problems with files not being kept in the collections when having 'strange' characters like ' and ".
A collection is nothing but a bunch of aliases pointing to the real location and should be reappear after you restarted Bridge or rebooted your computer.
Try first a reset of the preferences, restart Bridge holding down option (Mac) or cntrl (Win) and choose reset preferences, then try again.
And remember, collections in Bridge are usable but still not 100 % reliable. If you put in a lot of work in a certain collection first thing to do is add the collection name also as a keyword to all the containing files and let it finish writing those keywords completely.
That assures you from an extra (and saver, because this data is written in the file itself) option to always being able to recreate your collection using the find command.