Windows forget your preference after you shut down your system and set the num lock key to off everytime.
For this you have to enable the num lock every time at windows lock screen. Also Windows 10 allows you to sign in using a four digit numeric pin instead of a long password. But, by default, you have to enable num lock after every windows boot. If you are using your PC for data entry purpose, you already know the importance of num lock key on your keyboard.