Tables with engines of "MEMORY" does not get dropped when server is restarted
Every table created with CREATE TABLE will create a .frm file followed by other files (such as .MYD and .MYI for MyISAM or .ibd for InnoDB).

When it comes to a table created with ENGINE=MEMORY will create only the .frm file and actual data and index storage will occur in RAM.

If mysqld crashes, the data will be lost, but the .frm will remain. 

In your case, you ran CREATE TABLE MY_TEMPORARY_TABLE. This will create a file called MY_TEMPORARY_TABLE.frm.

Had you created the table using CREATE TEMPORARY TABLE MY_TEMPORARY_TABLE, then the table itself would disappear upon mysqld crash or shutdown.