Once you find these, write down the path. Then I’d try copying a random text file to that folder, or perhaps creating a uniquely-named folder there. Then the next time you open Notepad++ and it doesn’t open the last session, check that folder and see if the files there are the same ones that were there before. If that text file and/or folder are also missing, you may be on a system that wipes the folder when some criteria is met.

As a workaround, you can manually save your session (File -> Save Session) to a folder you know will retain its files, then open the session file when you open Notepad++. You can even include that on the command line in your shortcut to Notepad++ if you want.

seems the remember current session for next launch is not checked.
Available under Settings->Preferences->Backup.

Cheers
Claudia