The default database dir is defined as /var/lib/nlbwmon which is on RAM disk (as /var is normally /tmp in OpenWrt), so naturally it does not survive a reboot.
As a general rule, OpenWrt defaults usually avoid writing to flash, and you pretty much always need to specifically configure it if you want something written to permanent storage.
Luckily nlbwmon is pretty conservative by default, and only writes one per day to the disk. The data is kept in RAM for the configured interval, and then written to the disk (and even that is /var RAMdisk by default).