This is not a problem, it is a feature. When you access your drives from “Other locations”, nautilus mounts the drive you click. When you reboot, the drive is no longer mounted. If you want to drive to be mounted at boot, put it on your fstab or make a systemd unit to mount it:
If you want to make it permanently mounted using a gui, use gnome-disks:
right click the partition you want to mount
press the switch to edit the option
Make sure that the first checkbox is checked
