Think of Objects as House Blueprints
Think of dragging objects to the Layout as making a House from that blueprint.
When the layout runs, it creates any Houses that are already in the layout. If you run a System Event: Create Object, it will create another House of that type.
When the game leaves that layout, objects get unloaded from memory, now all those objects are in oblivion - if there's data from those houses that you need saved, you need to save it to a global.
For example: playerHealth. If your game needs to remember a player's health between layouts (at runtime), best to have a global variable called playerHealth, these variables will NOT be unloaded between layouts, these stay intact throughout the game's uptime.
For one step further: If you want to have the game remember a player's health between exiting the game and your next play, then you need to save those variables to disk and load them on start. For this you would use the System Save Game function.