Hello Jaime,
Normally, your students should be able to resume a quiz, even after closing the browser session.
Did it happen once or does it happen all the time, for one quiz or all your quizzes? Does this happen for one student or for all students? What type of questions in the quiz? Could you give more details about your quiz settings? What version of Moodle?
Or do you want your student to be unable to resume the quiz after closing the quiz window? I'm not sure I understand your question.