And on a Mac it works either way, as you will get almost all of your context back even if you shut down rather than sleep. Windows still seems to start up as a blank slate, unless I’m missing a setting somewhere.
It will try to start up the applications I least care about; meanwhile ignoring the actual context I desire, which just slows me down more.
Something like Outlook or OneNote will restore its state reasonably well, as will Safari/Chrome/Edge/Firefox. Others, like Activity Monitor, Enpass, and iTerm2, decide to "helpfully" open a window for me even though the previous state was "running with no windows open" (which is perfectly valid for many applications).