I also realized that once I flash TWRP, and nothing else, it's already not possible to book back to system, even if the system is the stock ROM from SPFT. Is there something wrong with this TWRP?
Is your bootloader unlocked? If yes, try to reflash the stock recovery or para partition, because there may be a flag to do a factory reset (and this TWRP is not able to remove this flag)