I noticed that too, but for some reason I can't seem to figure out how exactly it works. It's not just like in ST, as my buffers get lost. After a while I just gave up because I don't actually need to switch from ST...
There's a confusing bug related to this feature. Currently, Atom only automatically re-opens unsaved buffers in "project" windows (those associated with a particular directory). See https://github.com/atom/atom/issues/10474 for details. It's a real bummer and I hope it gets fixed soon.