I'm not trying to excuse microsoft....if anything there's really no excuse for them not to have a proper session restore and non-forced updates that don't auto-restart your computer.
Just pointing out they really dropped the ball twice here.
They usually don't, because of historical UI paradigms, but there is no reason they can't. It's universal on mobile because mobile rebuilt UI paradigms from the ground up, discarding desktop legacy nonsense in the process.
Let's say I have a private browsing session. Or a password manager session where I've been manipulating an unlocked database. I might have manually mounted a file system over the network and might have a bunch of programs running, editing the files over there.
You cannot restore these things automatically after a shutdown. It's annoying each time, and sometimes you are simply going to lose data.
If you can keep the stuff in RAM, you can also serialize it to disk and then restore it from there. The only thing you cannot do is reply to external inputs during that time (so keepalive connections may be a problem if your updates take too long), but that can also be dealt with.
We are very far from getting there though.