1. I have disabled "close windows when quitting an app" in system preferences. In textmate preferences
2. I have enabled (actually it's the default setting) "open documents from last session". 
Steps I used to test:
1. I dragged a folder into textmate. 
2. Open a bash script file.
3. Quit textmate without closing any windows/files. 
4.  Reopen textmate.
Still the same problem.  My previously opened document didn't reopen automatically.
As a another test, I restarted macOS and still the same problem. I checked the settings I changed above and they are still what they are.
I'm on Catalina 10.15.6. I'm also running textmate 2.0.6.
Any more ideas? Thank you!