This behavior has been reported. Apparently when using the latest image, the Arduino sketches are not stored and don't run after rebooting the Edison. However, this issue only happens with the latest image. Hopefully it will be fixed in future releases but in the meantime I recommend you to use the previous image since it doesn't have this issue: Intel® Download Center
Additionally, a user has posted a workaround for this issue: Run Arduino sketch on boot Workaround. I recommend you to check it.
Is the issue of the Edison not running sketches on reboot going to be fixed in the latest image?
I've just tested the latest image (Yocto 3.0) and the issue is still happening.
It's been nearly a year...