Similar problem as per bug #6330. However, any applications in workspaces other than the first are not restored. Applications from the first workspace are restored properly. Running Xfce from git on Arch - fully updated and recent.
To provide some more clarity for this bug, it only happens if you use the Session Chooser. If not using session chooser, and just saving your session on logout and having it automatically restore on next login, it works fine including restoring apps to secondary workspaces.
As of the last xfce4-session update, 4.12.1, which only contains one bug fix, #11632, this issue is resolved. All apps are saved and restored properly to the correct workspaces.