There are a couple of options for getting the behavior you describe:
- Add --restore to the command line, OR
- When exiting Sublime Text, exit using File/Exit and preserve session
I tend to do the latter: if your goal is to exit, then start where you left off when reopening, even if doing it via opening a file from the shell, then it's what you want. It also restores new files, changes to files, the current selection, etc.
It'd likely be better if openPreviousFiles did imply --restore though.