I found that the address-list in firewall is not saving during reboot. I've tested 3xRB750GL(v6.2) and 1xPC(v5.5) both act same. I can't find any words mentioned about this(not saving while reboot) in mikrotik documents. So is it purpose to be clear after reboot? What is the solution if I scheduled reboot everyweek/everyday?

By design, static address list entries are saved over a reboot, but dynamic ones are not. If you're losing the dynamic ones, this is normal. The firewall filter rules will re-create them.

If you want to save the dynamic ones, you'll need to change them to static, something like this:
http://forum.mikrotik.com/viewtopic.php?t=86790#p435512

also, there is no point in rebooting the router. If you have to do that - that is bad and there is a problem that has to be resolved.

for example - my home router uptime: 5w2d22h57m11s rebooted only because i changed from Pext(plug) to PoE.

TL;DR - you do not reboot router running RouterOS on the regular schedule.