That capability is available in that you can do exactly what you said, but you have to do it yourself. Just before program exit, save all control values to a configuration file, and right after program start, load all those controls with the value of the file.
I agree that this would be handy to have built in, but it's not too tricky to do yourself.
As an aside, I'll give you the benefit of the doubt. You may want to have a look on your computer for some spyware/adware/bot which is posting spam to the forum...