I guess retained data is guaranteed to deliver to each subscriber at once. If you are same user which subscribe to same topic more than once, you can get retained data only at first subscription. You need to deal with storing data persistent in your local. This is my assumption after reading QoS approach of MQTT. But I will check it.
I understand you're way of thinking and sounds logic, so I tested it. With Easy IoT as broker I get the retained value every time I subscribe to the same topic. I subscribed two times to the same topic in my simple test. I am happy about it, although it is maybe not expected.