Check your browser's history setting. If it's short, then visited links won't stay marked as such beyond the setting. The default setting for most browsers is 30 days.
Change that setting to an appropriate length of time.
Caution: Setting the history to a very long period (like a year) will probably make your browser very slow later; as your browser keeps a lot of links remembered, it will have to check a lot of links to make sure that it's using the right color for them. So be sensible.