All I did was launch Stickies.app, close the default junk while not saving, make a new note from the Edit menu, and quit the application.
I next tried it from Finder and it made a small desktop picture. I quit the app then. (That retains the sticky itself)
Next I launched Safari, highlighting a 3 line sentence out of its first hit, then to Finder ->> Services ->> Make New Sticky Note. Stickies launches with highlighted text in place. I quit to retain sticky.
Because Stickies.app retains (keeps its own data) OR saves (Externally as a file) oddly, I seldom use it. A such a simple .app but awkard to use.
...Ron