A feature pretty close to this is built into Trails in the Sky (remake and original). You can set the default launch option to “Resume latest save”. When you do, hitting play on the game skips all startup logos and the main menu, just giving a quick loading screen then putting you right where you saved.

It won’t restore you to the middle of combat or a cutscene/conversation, but it makes resuming pretty flexible. It would be nice to see other games give attention to this functionality, or at least start to fight supporting technologies on the subject of launch logos.