That's strange. There should be a file in User\AppData\Local\LD41 called SaveData.game with all your stats. Might check and see if that file exists or is getting deleted somehow. A new one can be generated by going in and out of the options menu.
Well, I checked and that file isn't there. In fact I dont even have an "LD41" folder in my AppData. I tried opening and closing the options menu but nothing seemed to change. I installed the game through the Itch.io app and not off of the website so i think that might be causing some file storing weirdness, but other than that the game runs perfectly fine.