The older versions of Arduino used to do this automatically, but at some point this was removed, and Arduino will only load the last sketch if it's closed with the File->Quit option, and not using the X on Windows (or alt+F4). This is not standard behaviour for the OS, and not intuitive.
Please add an option to the preferences config file, or preferences dialogue box to enable/disable "Reload most recent sketch at startup".
(deleted)
I had already tried that, but it gets reset after reopening the IDE. So it'll work once only.
(deleted)
Yes, if I copy the preferences before I open the IDE, then copy it back afterwards it'll reopen the last sketch. That's really just hiding the problem by messing with files though. An option to re-open the last sketch at startup would be the real fix I think - it's very rare for me to want en empty editor at startup 
Most IDEs offer to reopen the last project, or show a list of most recent projects to pick from with a single mouse click. It certainly shouldn't be related to how you chose to close the program the previous time!
(deleted)
Yes I did misread your comment. Since you've decided to be a dick about it, I'm now ignoring you.
Goodbye.
Anyway, despite this - my request still stands for an option to enable "loading most recent sketch". Just a checkbox in the preferences dialogue would be good!
(deleted)
Which operating system are you using?
Which version of the Arduino IDE are you using?
The Arduino IDE 1.8.11 still loads the last sketch on startup for me, so the feature has not been universally removed.
I also would like to have this option, but for the opposite reason. I don't like the behavior of opening the last sketch, and the option would allow me to disable it.
I am using 1.8.11. After trying to just regenerate the preferences etc again I completely uninstalled it (I was already on 1.8.11) , then reinstalled and now it does reload the last sketch. I'd still like the option added though - just for flexibility.