Sublime only auto-saves the tabs on one instance, so anything in other windows is always lost when closing.
How to force it to keep all instances open in the auto-save session, or alternatively, how to completely disable multiple instances, so that this malfunction is bypassed?
There’s only ever a single sublime text instance running, which saves state of all open windows in session file, if hot_exit: true (the default) is set.
If single windows are closed, their state (and unsaved files) are deleted (or need to be saved by user), if they don’t have a workspace or project assigned. Without a project/workspace assigned to a window, there’s no space to persist information.
You need to exit (File > Exit) ST instead of closing all windows to be able to restore their state after next start.
Note, default “alt+F4” on Linux/Windows just closes windows, but does exit ST only after last window was closed. On MacOS ST keeps running windowless.
You may want to try AutoProjects package, which automatically creates and assigns prjects and workspaces to any folder opened with ST, providing it with information about where to store unsaved data.
Note: There’s no way to store unsaved data for arbritary windows which don’t have any folders opened in sidebar and thus miss any information about where to.
That’s not a malfunction!