@Sergio-Vidal ,
If you had checked the FAQ section, you would have seen a topic called FAQ Desk: Feature Request or Bug Report which explains that this Forum is not an official feature request site.
If you follow the instructions in that FAQ entry, you can search the existing official feature requests, and you will probably find that there is one or more open request to implement sticky files. If you don’t find such a request, try rephrasing (they might not call it “sticky” but “favorite” or other such wording); but if you really don’t find it already there, you could ask for it in the official issues page.
Either way, be warned that the developers are not likely to implement a feature that has many workarounds – and being able to get the desired functionality with shortcuts, projects, sessions, or an existing plugin is likely enough workarounds that it won’t be implemented in the core project.