Same here. I have several media apps (the bundled Music and Podcasts apps, plus Amazon and TuneIn Radio), and which one of them starts to play (if any) when the Bluetooth connects seems to be completely random - it's certainly not the last one that was playing. (In fact, it seems to always be whichever one I wasn't planning on listening to.) If it's Music that starts playing, there seems to be no rhyme or reason to which album/playlist starts - often it's a song I haven't played lately, and it doesn't seem to be an obvious point like first/last alphabetically.
Everything about the iPhone's car integration has been hugely irritating, and most of these issues seem to have started with iOS 11.