How do I prevent cache clearing when closing Safari on iPad Pro?

That is normal if you are using Private Browsing:

Turn Private Browsing on or off on your iPhone - Apple Support

In that case please the reason you suspect Safari's cache files are being cleared on your iPad Pro.

Also, please describe how you go about "closing" the Safari app. We can close individual tabs but not the Safari app. Although we can force apps to quit, there is no reason to do that routinely.