nikon – Why does HDR setting automatically turns OFF?

I am using Nikon D5600. At times I noticed this feature is disabled and sometimes it is enabled. When it is enabled and set to OFF, I enable it and capture a photo. When I recheck, it is set to OFF again.

  1. When does this feature gets enabled ? Is it related to RAW + Fine ?
  2. How to keep it enabled unless I manually turn OFF ?