In my previous PC, which had been upgraded from the first Ubuntu MATE through each version to 18.04, restarting the PC would result in each workspace having the MATE Terminal and Caja windows be automatically loaded from before, complete with each instance of Caja looking at the right directory.
In this one, with a fresh install of 18.10, it doesn’t happen.
What did I do to get it to happen on the previous one?