Yes, you first have to install LL to the computer first to make changes like installing updates etc to be permanent.
When you run LL live off the usb for the first time, it's not installed yet. You can basically try it out first and test it out to see if you like it, but nothing is saved as soon as you restart the computer because it is not installed on to the computer yet.
When you run LL live off the usb for the first time, it's not installed yet. You can basically try it out first and test it out to see if you like it, but nothing is saved as soon as you restart the computer because it is not installed on to the computer yet.