You have to basically change something in the Customize.. (button) settings that basically changes the security/protection level, simply moving the slider to custom doesn't change anything, so it will revert to the original setting.
You don't mention which providers it is you are palying with, though I'm guessing standard shield and web shield ?
I use the Show my windows and tabs from last time option, is this what you are on about ?
I don't suffer any issues with this, though you don't say what your sensitivity on the standard shied is or what your cr***y system CPU, RAM, etc. is ?
You can exclude <path>sessionstore-*.js the * wildcard would take different file numbers, Standard Shield, Customize, Advanced, Add and enter the full <path> to the sessionstore-*.js