So you have checked the configuration settings
Reload files previously open on startup and
Reload FTP files when reloading a project or last open files at
Advanced - Configuration - File Handling - Load.
What you miss is the configuration setting
Open from Explorer also loads file list at
File Handling - Advanced. Enabling also this configuration setting prevents loading only the file(s) specified as parameter(s) on command line on start of UltraEdit as done when opening a file via the file associations stored in the registry.
But there is also a second method to get what you want.
Let setting
Open from Explorer also loads file list unchecked and uncheck the configuration setting
Close all files when opening or switching projects at
File Handling - Miscellaneous.
After closing the configuration dialog click on
Project - New Project/Workspace. Select a location for the project file, for example %appdata%\IDMComp\UltraEdit, enter a name for the project and continue with the creation process. You don't need to add any file to the project because you use the project feature just as a workspace saving feature. For projects versus workspaces see my post at
Why save files to a Project? If you cannot see the Project menu in the menu bar, enable configuration setting
Project menu on main menu at
Toolbars / Menus - Miscellaneous, close the configuration dialog with button OK, close UltraEdit and restart it.
Now you have all your opened files, your bookmarks, your code foldings, etc. stored in the workspace file on exit of UltraEdit (instead of uedit32.ini) and the workspace file with all that information is reloaded on next start of UltraEdit, except when UltraEdit is started with file name(s) on command line to display/edit just this(these) file(s). When you now want to reload the opened files as you last time closed UltraEdit, you only have to click on your workspace file in the project history at bottom of the Project menu.