Try Tools-Customize-Sessions and checking sync projects to sessions works for me. When ever I create a project, a session is automaticlaly created, then when I start Me up, it starts on my last project(session). When I need to change projects, I just change sessions (File-Session manager) and
the project pane is open, directory is the projects’s directory, last files are open and away we go. I don’t have any sessions that are not projects and I have not had to manualy create any sessions.