The key concept here is that of a workspace. A workspace is a persistent environment where your tools and assets are ready to hand in predictable places, so that you can get to work as soon as possible.
Some environments are clearly workspaces. Most complex authoring tools support workspaces. In Photoshop, for instance, you have a set of tools and panels at standard locations. You can rearrange tools and resize panels, activate or deactivate, etc. as much as you want, or you can go to a dropdown and select a preset for photography, illustration, 3D work, animation, etc. The key insight for your question is that when you close and reopen the program, your workspace has not changed.
A typical IDE is also set up to use workspace logic. That is, you're assumed to be working on one project or set of projects for an extended stretch, during which you'll probably need the same tools, windows, and locations accessible. It takes time to open and arrange them all on the screen and hook up the connections if you're doing live views or whatever.
If we look closer, though, there are two different types of workspace logic going on. The difference is in how content is treated. In Photoshop, usually the last image you opened does not persist. It stays in the recent files list, but it doesn't come up when you open it. So the tools remain, but the material changes. In an IDE, often the material does persist. When I open a given project in PyCharm, it opens the set of files I last had opened. The tools in this case are linked to the material. If the project were different, I would need a (somewhat) different workspace.
This brings us to browsers. How do you use your browser — as a set of tools or as the material?
One of my family members is a lexicographer. She primarily uses her computer for email and work. Her work requires her to have 2–3 organization-related tabs and several more tools of the trade at various URLs. When she logs on, therefore, she tends to open the exact same set of sites. For her, the browser provides a set of tools. It's the workspace.
In my case, I wear many hats. My workspace is not the tabs I have open, but my bookmarks. I have them organized into a number of folders and subfolders depending on which task I'm working on: teaching-related materials, programming, music, translation, various hobbies. If any of them were to persist when I reopen, it would be weird, like Photoshop showing me the last image I worked on. If and when I want to save a particular "project", I use a session saver extension. By contrast, this other family member uses very few bookmarks and a session saver only to restore the workspace in case she accidentally closes something.
As you can imagine based on this description, she wants persistence. Why would things close when she'll just have to open the exact same ones? Whereas I'm like you and don't want persistence. Why would old things open when I'm about to start something new?