Tails is meant to run from a flash disk, running a system from the flash is rough on the flash so be sure and keep important files backed up elsewhere.
You've discovered the persistence part. You add that during the install procedure to your flash. That is where new software will install and I'd be surprised if you have to reinstall each time you boot, not a major thing since most software installs in seconds once it's downloaded. You cannot put a persistence file on a dvd.
As mentioned earlier, Tails is not as user friendly as others like Ubuntu and Mint. You can run them from a flash as well or install them onto a hard drive. If your goal is anonymous surfing then they can handle that as well because the software tails uses for that can be installed on them easy as one click. It's called Tor. Tails is more like Mission Impossible "This message will self destruct in 10 seconds, good luck".