What are the cookie settings for your browser? The site cookie must not be deleted when closing the browser - and must be allowed to be created in the first place - for the persistent login to work.

it's not a client problem , all my users have this issue. 

Make sure the site's URL is the same in the configuration and how the users access it. Some browsers have problems if you configure the site as www.playersfactory.fr but users access it at playersfactory.fr. You should set up .htaccess redirects from one domain to the other to avoid this problem.