Hello It means you open files not from PSPad, but e.g. clicking on the file, right? In this case it isn't file "open from PSpad"
Imagine situation. You work with few files, so you open them in PSPad (not by sending it as parameter). When you close PSpad, PSPad will save your files. Now you need quickly edit some file, you click on the file - file is send as parameter (external file), you do your work and close PSPad. When you open PSpad now, it restores your previous few files instead the last one. PSPad supports sessions, so you can save few sets of files PSpad supports projects for more serious work -- <https://forum.pspad.com/read.php?6,73811,73842> PSPad freeware editor https://www.pspad.com
