Android Studio does that. I only know this as I've just this second checked. Open a script in Android Studio, go to a line, make a change, close Android Studio and re-open and the file you had open will be on the line you were last at. You probably don't even need to edit the line you were at for it to remember this.
I only know this from checking a second ago so isn't something I've ever noticed or relied on and found useful. However it would take the AppGameKit Studio dev team probably a few minutes to implement something like this if people find it useful. I guess all they need is a flag hidden in the project that is updated constantly that's remembering the last file you had open, and the last line you were at. If you've got multiple projects open then perhaps the hidden flag is best hidden in Studio and not inside each project. I've never relied on it, but it's a quick win for someone that does.
Studio seems to already do something like this. It seems to remember roughly where you were on each file, but doesn't remember the last file you had open before shutting down. It seems to jump to possibly the last file in the project each time if the file is open.
@haliop, you're probably better off putting the suggestion on GitHub, and maybe give some examples of other IDE's where this happens. Android Studio is one if you haven't got it to test. VS Code seems to do it too. I don't think it should be a little window that shows where you were last at though, and instead it just takes you there naturally when Studio opens. Like the two I just mentioned. An alert window would annoy many I'm sure.
OryUI - A WIP AGK2 UI Framework