When iMac goes to sleep, all apps close

Hello smporrima,

Thanks for choosing the Apple Support Communities. To ensure your open apps and windows come back upon waking our Mac, try following these steps to add what you'd like to open to your Login Items.

Open items automatically when you log in on Mac - Apple Support

"Add or remove automatic items

1. On your Mac, choose Apple menu  > System Preferences, then click Users & Groups .
2. Select your user account, then click Login Items at the top of the window.
3. Do any of the following:

• Add a login item: Click the Add button  below the list of items, select a document, folder, app, server, or other item, then click Add.
• Remove a login item: Select the name of the item you want to prevent from opening automatically, then click the Remove button  below the list.
• Hide a login item: If you don’t want an item’s windows to be visible after login, select the Hide checkbox next to the item. 
  • Note: Hide does not apply to servers, which always appear in the Finder after login."

Cheers!