Hello.
I am facing the same issue since last update I believe. What is sure is the problem is less than a week old.
I am closing opera just as usual/normal/expected way with the red cross button or sometimes with alt+F4.
So I pin tabs. Move them to their respective workspace and upon next launch of opera everything is on my default workspace.
So I thought that maybe I should unpin and pin tabs again when they are on their expected workspace but it does not change anything.
EDIT:
I forgot I am on Opera 85.0.4341.60 and Windows 10 Pro 19043.1586
I do not remember previous version. Is there a way to check update history ?
I think last number may have been 45 or 47 but I am not sure.