For anyone that is currently still experiencing this issue, besides the persistent option, there are two workarounds that may work for you right now:
1. Turn the airplane mode on each time before shutting off the phone and then turn it back off when the phone is on again.
2. For phones that have a carrier SIM, enable the SIM PIN by going to Settings - Phone - SIM PIN and toggle the SIM PIN state to on. If there is a default PIN already set, check with your carrier first. This is separate from your phone’s passcode and may have a default PIN already.
These workarounds might not be work for everyone as the carrier network is not connected to the phone until manual intervention is completed when phone is back on. If you lose your phone as an example and someone helps to turns it on for you when it shut off, then it cannot be retrieved with your Find My Phone option unless connected to Wi-Fi. You also can’t call the phone that time until it is connected to carrier network.
The other dangerous thing with the SIM PIN particularly is that when the phone turns on, you have to unlock the phone and then also unlock the prompted SIM part after. If you choose this option, you are limited to three incorrect passcode attempts for the SIM prompt before the SIM is unusuable and you need a replacement SIM.
Based on all my tests, it seems that during when the phone turns on, the text messages automatically delete from the Messages app unless there is a delay in connecting to the carrier network. This seems to have started happening in IOS 11 or higher.