If schematic, PCB and Panel designs are open when the system is closed, they re-open if available on opening the system. This does not work for any library based items. Designs can be opened to View All on opening the system using the option in Options - Display.
Indeed, deselecting this checkbox gives me required behavior for schematic sheets and layout: "Options" > "Display" > "Schematic Drawing" > "Only Open The Last Active Page"
The only slight issue with the current implementation is that a tab that was active during previous session is moved to the fist place in the tab bar on next restart (even if it wasn't the first one in the previous session). Would it be possible to fix that in future releases?
A log 40967 has been raised for this, however the other option is the Design Browser dockable window which maintains its order and provides further functionality from its context menu.