Whoever fixed this issue I love you. Having to re-enter that code every time was annoying.
**I was wrong. When you close the browser you need to re-enter your Steam Guard code. Is this an issue on my end? This wasn't an issue a couple months ago.
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This is most likely something specific to your browser. The Steam code is handled by the Steam website, when it does not recognize your device (due to the presence of a cookie). If, for example, you have enabled a setting in your browser to clear cookies after a period of time, it could cause this.