No, your game world should not get deleted.

But it's easy to make backups. In the lower-left corner of the start game screen is a small white button with the misleading legend "Show player.log"

When you click it, it opens the folder containing the player log. Also in this folder is your worlds folder and characters folder. Back these up locally at the start of every session. Or just navigate up one level and backup the whole "Valheim" folder.