The most likely reason you are experiencing the issue is because you may be pressing the button too long and the light is entering moonlight mode. The moonlight mode is very dim and you may not see it in a bright environment. When you take the battery out and put the battery back in, the light exits the moonlight mode and resets to the factory default of regular low mode.
When you turn the light on and off, try to press and release the button immediately like you click on a computer mouse button. Once the light is on, holding the button down will cycle through the modes. The light will memorize its current setting and come back to this setting next time it is turned on with a single click of the button.
If you typically only use the turbo mode, you can always enter the turbo mode directly. When the light is off, you can go straight into the highest setting by double clicking the push button like you double click computer mouse button.