"Trigger once per session only" not working

Hi Guys,
I only need to show the user a pop up inviting him/her to signup to our newsletter ONCE triggered on exit.
I enabled the Trigger once per session option but it seems is not working.
Two examples:
1.- The user sees the pop-up on exit
1.1.- Does not sign in and closes the pop-up
1.2.- Continues to browse the site
1.3.- Exists the site and the pop=up appears again

2.- The user sees the pop-up on exit
2.1.- Leaves the site
2.2.- Returns to the site later on and the pop-up appears again on exit.

In both examples I understand that after the first interaction with the pop-up it will not show again, and it's showing every time making this extremely annoying.

Please advice
Luis