Same problem. It seems to be fairly universal, though many people don't listen to their music in such a way as to notice it.
Odds are it's just a broken string of code somewhere that purges the app's cache or other form of offline memory when it closes, resulting in a loss of both "Now Playing" track and therefor playback position within any playlist or album. Dumb glitch, hopefully patched up nd just bundled with the 8.4 release if not sooner.
It's just incredibly annoying. I just installed a nice new stereo in my car with bluetooth that knew to automatically sync to my phone and just start playing my last opened mix any time I got behind the wheel, and now I have to manually go in to make sure it doesn't start up something bizarre when I drive off first thing in the morning. Problem? No. But a minor annoyance every single time I drive, when once there was beautiful, "It just works," simplicity.
SOLIDARITY, MY FRIENDS. HOLD FAST.