When I came out of a site without logging out, next time i browse that site I found I am logged in there? How that server restore the session value for my browser? Is there
It uses cookies, a text-string your browser keeps on behalf of the site, either for a set time-limit, or till you close your browser.
Log out if it's a concern. Obviously, if someone else uses the same computer shortly after you they'd be able to use the site logged in as you. Always explicitly log out from public accessible computers.