My (Mojave) system does restore windows. I have a 2017 MBP with an Apple Thunderbolt monitor. The external monitor is the primary. If I close the laptop, any windows there move to the external. When I open the laptop, the windows move back, and are restored just as I left them. I have no third party apps that affect this.
One setting which is probably relevant: System Preferences → Mission Control → check “Displays have separate Spaces”.