Mario glitch?

Okay so I keep replaying this game (mainly cuz it wont save so I just close down my laptop and replay to the level I was on before). But sometimes when I restart it my lives restart back to ten each level I get to. But other-times I restart it my lives wont restart at the new level which poses great difficulty due when I get to a higher level and I have like 2 lives per say there's no way I'm gonna get through that level. Now I'm just wondering if the game is supposed to restart ur ten lives at every level or keep them, because it's not very logical to keep them -you literally just have to never die at all if you want to finish the game pretty much-, but I also don't want to feel like I'm cheating when it restarts my lives.