General ⇒ TeXnicCenter won't "restore last session on startup"

[Yiab]

I've never been able to get TeXnicCenter to actually restore its last session on startup, even though that checkbox is ticked in the general options. I load a TeX file, close TeXnicCenter, open it again and there's no open files.
Does this have something to do with the fact that I work with loose files rather than with projects? Is there some way to get it to load the loose files I had loaded in the previous session?