I've had this problem for all of 10.15 too, but using an eGPU with all my monitors connected to it. Simply putting the display in sleep mode is enough for macOS to forget where all my windows are when I return. You don't even need to disconnect.
That sounds awful. I can say the situation gets more hopeless in 11.0.1. I'm a Mac developer so have tested this behavior side-by-side with Catalina and even Mojave, and Big Sur has unique problems