Keyboard shortcuts? I don't know any and use it effortlessly. Having session restore is a gift. If you don't want stuff open, close. However, if you are regularly going to edit multiple files, having them reopen is far superior. Multiple tabs is far better than multiple windows and much easier to work with a mouse, rather than hover over program and select other window which is slow.
If you prefer alternative good for you, but expecting a text editor to not support sessions in 2025 is bizarre. Do you consider DE's bloat too?

You don't. Never had to yet and it works fine...
Can you elaborate on the different things...?