Sqldelight creates a new database / erases previous data every time I restart the program (jvm , windows)

It shouldn't do that unless you're using an in memory DB, generally speaking. Config?

Yes I am using in memory db

See the following: https://github.com/JakeWharton/dodo/blob/trunk/src/main/kotlin/com/jakewharton/dodo/db.kt

I'd say post your config. In memory db doesn't get persisted by design.