Very interesting point you brought up about your BetFury experience. It seems to me that, while a tad inconvenient, the log-outs could be an added layer of security. The age-old saying comes to mind: "Better safe than sorry." You never know who could have a go at your PC while you are away - and if you're anything like me, I'd rather not risk my crypto assets.
However, I agree with the prior response suggesting to look into your security settings. Most platforms have a setting where you can control your session durations. Also, have you considered a password manager? They can securely store your passwords and log you in automatically when you return. It could be a win-win situation for you - security and convenience all in one.
Finally, it might be worth reaching out to BetFury's customer service. If you're experiencing this, there's a chance others are too. And hey, if it's a bug, they'll appreciate you bringing it to their attention.
When you are trying to use as much security as possible, you should also remember that you shouldn't put too much stress into yourself neither. If adding more and more security makes it even harder for you, then you are doing something a wee bit more excessive then needed. It's better to have a situation where you will handle your part easily and make it harder for others instead.
Like having 2fa is good enough, and if you are logged in then you are logged in but if others want to log in they will need your 2fa. That makes it a bit easier, that way others would have a hard time logging into your account but you would have no issues about it and that should be the case, never make it harder for yourself, make it harder for others.