Click in the upper left corner and choose "Advanced>Special Window settings", then choose "remember" for size and/or position. You can also use the first two tabs to broaden or narrow down which windows you want to be affected, things like class of window or matching certain strings in the title. Don't make it too broad or it will affect other windows you don't want resized.
This is assuming you're using the default kwin. It'll probably be different if you choose another window manager.
Personally I think this is a real annoyance with kde. It's my opinion that most windows should remember their previous sizes and positions by default, but with the option to disable it if you don't.
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