I have an Xbox One S and I have the power options set to instant-on so that games and updates will download when the console is off. This should also mean that games will be set to suspend when the console is turned off and not shut down. I have been playing Pathologic 2 and when I turned the console on today, it started up quickly but the game loaded up again from the main menu when I opened it. The suspend and resume feature doesn’t seem to be working.
Assuming you do indeed have your console set up correctly to support the suspend and resume feature for games, it might be a case that the game doesn’t work with it. I think the vast majority of games support it but there are some exceptions to it and for a game like Pathologic, it may be the case.
Run a test with a newer game from a bigger studio, maybe one that came from Microsoft as these are guaranteed to work. If it works then its just the game you are playing.