This is midway between a bug report and a feature request, depending on what was the intended behavior the developers had in mind.
I'm using FM 1.0 on Windows7 64 bit.
Session restore works fine if you close FM and then reopen it from it's application link. The files used in the last session are reloaded and restored in the same status.
However, if you close the application and then double click on, say, "mymap.mm", FM is opened and only "mymap" is loaded, discarding all the information about the previous session. If you now close and re-open FM, only mymap is restored, as this is what the last session contained.
The behavior I would expect is that the last session is restored, and "mymap.mm" is opened and added to it, much like Firefox does when you click on a link.