Couldn't Import .sql File to New Database in Mysql

I'm using Ubuntu 20.04. I tried many times to import data from the .sql file to my database but after I exited from MySQL shell. every change doesn't apply to my database.

I used this command to import :

mysql> use my_database_name;

mysql> source /home/maghsood/Downloads/db_name.sql

after doing this command and see tables show me tables correctly but after I exit my MySQL shell. and log in again don't show any tables for me.

sudo MySQL -u root -p 

mysql> use my_database_name;

mysql> show tables;

output : Empty set (0.00 sec)