I am sorry if this question was asked before, but I was wondering why is it, that most app- lication's main window do not restore it's last save-data the next time it is opened?
Because you are using Gnome ? and Gnome 3 even gets rid of the bits of it they didn't manage to hose before.
I run XFCE, generally speaking all my apps re-appear almost immediately. One or two don;'t seem to set proper session info but most get it right.
A useful experiment in your case might be to run XFCE and see if your apps then come back when you restart - it'll tell you if its the apps or the desktop are your root cause, and that tells you where to file the relevant bugs.