This is the way RAM Disks are by design: to store files that are only needed temporarily, to avoid cluttering and excessive wear of hark disks.
There is a way around though:
Create an image file via Image - Create Image in the main menu. This creates an image file on the hard disk. Then you have optional steps 2 and 3.
Populate your image file with your data. For this, choose Image - Mount Image. This makes the image file accessible via a drive letter. It's still on the hard disk, not in the RAM yet.
Once you have copied all your files to the image, unmount it with Image - Unmount Image.
Create a RAM disk associated with the image file, which now has your data in it if you did (2) and (3). For this, choose Disk - Add Boot Disk and select your image file. This makes a RAM disk associated with your image file.
If you want any changes to the RAM Disk's content to be saved back to the image file, tick Save Contents to Image.