If you have non-native fullscreen windows it's Apple's fault. They don't like this window style so they don't support restoring it. Could also be that you have

If you have non-native fullscreen windows it's Apple's fault. They don't like this window style so they don't support restoring it. Could also be that you have "System Prefs > General > Close windows when quitting an app" turned on, or that you have iTerm2's "Prefs>General>Startup>Window restoration policy" set to something other than "Use system window restoration policy"