This is usually due to browser settings. Make sure you are not in private browsing mode.
Go to from Properties - Shortcut - Target. Remove -incognito
Go to Settings - Privacy Search and Services - Tracking Prevention. Turn off "Always use Strict tracking prevention when browsing InPrivate"
Go to Options - Privacy and Security - History. Uncheck "always use private browsing mode"
Go to Preferences - General. Choose Safari opens with: a new window.