This is actually an os x feature. Under “System Preferences” and then “General”, there is a checkbox that says “Close windows when quitting an application”. This needs to be unchecked to reopen windows. This is what I had to do to get the opposite effect of what you want and can confirm this works.
In previous os x 10.7- it’s “”Restore windows when quitting and re-opening apps”, and needs to be checked to work.