Right. Sprites do in fact have a persistent file system, and you don’t need to attach a volume to achieve that. It is possible that Fly teething troubles may have affected your sprites, but without seeing the exact commands you ran, it is possible that you destroyed a sprite without intending to.
Maybe you could create a single sprite where you log in periodically to see that a file in /root/hello.txt is always there, and where you do nothing but sign in to either create or view that file.