I'm also having this issue. It might have been because the settings for each workspace are different? I went into the settings for the current workspace and user account and verified that they are set to retain tabs from the previous session.
Alas I'm afraid to test if it's working because when I go to close a window with zero tabs, I get that pop up, "are you sure you want to close..." and then lists a number for tabs that will be closed. I presume those (that it is saying will be closed) are tabs from another window, but I don't know for sure and it shouldn't default to that.