Folks, let's not start by implicitly attacking a distribution type, make assumptions about the platform which they are using if they haven't said or haven't been asked, and also not try to sway the manner in which a person is using Linux, command line versus desktop UI.
eco_bach, I do not know your exact problem and have never done any persistent USB installs. This actually highlights that I should consider doing this myself so as to see the potential drawbacks people are encountering. I took a look at the site you mention that helps you to create your persistent USB and there are a few things you can check:
List of supported Linux distributions for persistence - Please verify that the version of Ubuntu which you are trying out is in that list. From the tags you've used in this thread, it shows Ubuntu 14.04 Mate; however I'm not sure the window manager would have that much effect on the capability to persistently store data. Other Ubuntu 14.04 versions show as supported. I would verify persistence is working in the manner in which they describe below.
Their FAQ on persistence and note
answer #5 which gives you a manner to test whether or not the persistence is working properly before you spend a large amount of time installing packages.
Another thing to check is the list of mounted devices to determine where your persistent storage exists so you know whether or not the root file system, "/" is located on your persistent storage partition. Otherwise you can install as many packages as you want only to find that things will not be saved over a reboot. For that I recommend you post the output of the mount command. From a terminal, type "mount" and capture the output.
It will be helpful to know the platform you are using for this.