Well, I tried it within a wayland session and the only program which was remembered was FFox, then I switched to X11 and most of the open programs were remembered.
So I think it is a wayland vs X11 thing.
Do you use wayland or X11? <-- read first before typing, sorry I see.
And no, I use wayland and always start with an empty session, I did this for testing only, and I only have a laptop to test it with only the build in monitor.
You have a more complex setup, maybe it is time for you to wright a bug report!