That happens if the computer loses power... Sleep Mode is saved to RAM and RAM needs power to save everything as you left it, so make sure if it's losing power and completely shutting down.
Check the Windows Sleep settings: Control Panel > Power Options > Power Plan > Sleep > Hybrid mode disabled, and Hibernation disabled (with Never).
S3 setting should be set by default, and it helps the computer go into Sleep Mode with apparent shutdown... S1 only makes it slowdown to a minimum but lets the system stay active (you can still hear it running)... With this info you should easily tell which setting; S1 or S3 is enabled.