inconceivable

I deleted the index.dat files but not cookies. A site that does not keep me logged in was not affected; my username and password were remembered and I logged in. A site that keeps me logged in indefinitely was affected; I had to log back in. Would deleting the index.dat files cause this? I thought cookies were the only thing that would affect either situation. I'm using the latest version 2.19.900. and IE8.