Invoking Settings->Save Current Session stores the applications, but not their correct positioning/geometry. On login's, applications will all live on virtual desktop 1. Sometimes they will be 'on top' of each other, sometimes they may appear overlapping or not -- this is variable. Reproduced on two 6.2 systems (NetFinity + Gateway Solo laptop). To test: Using default Gnome desktop, launch an app (gnome-term) on each of the four desktops. Invoke Settings->Save Current Session, logout. Login and voila, four gnome-terms all sitting on Desktop 1. Variations on a theme are possible, by resizing the gnome-terms before the Save, they will all appear at their default size.
Forwarded to E authors. Claims it's fixed in current version