In the upper left (?) corner, you'll see a small square icon - it's supposed to look like a floppy disk, for those of us from the last century.

Click that, and it will log each game session.

The files you're referring to sound like SAL files (used to confirm you have authorization to log into the game). Those shouldn't be accumulating. If they become too much of a nuisance, and you're sure that's what they are, you can delete them without harm before you try to log in.

Doug