When you close contacts are you on the "groups" screen or on the listing of all groups. When I close from the groups screen it opens to the groups screen. When I close from a particular group (all contacts is a "group") it re-opens to that group.
Contacts will open where you last left off. If you leave your contacts on "All Contacts", select one of your contacts then back out and close with the home button. It should open back up in "All Contacts" ...at least mine does.
If I last used a group then it open in the last group used. If I was in "Groups" when I closed then "Groups" opens.