Ok it turns out, It doesn't, I don't have any clue if it used to do it before but currently it doesn't.. I tried 3 things, one of them did start from the last left off..
1. I Opened music app started the music skipped a little, paused, and closed the app from multitasking, this will stop the music.. Then I went back to the music app and now playing, the songs starts all over again..
2. I Opened music app started the music skipped a little, paused, and closed the app from multitasking, this will stop the music..then I went to the control center and started music... It starts from the beggining..
3. I don't have any now playing in this... So I bring up control center and play, it plays a song(depends on shuffle or not) .. Skipped it.. Paused it.. And then dismiss the control center... (i) Then if I bring up the control center again, it'll play from where I left off...
(ii) if I start the music app and go in now playing, it'll play from where I left off..
(iii) after (ii) if I turn off the app from mulititasking , the music stops and then if u bring up the control center or the music app(now playing) it'll start all over again...
So the only choice you have is you start a playlist, album, etc from the music app and don't turn it off from multitasking...
Or start the music app and play a playlist song, album of ur choice and turn it off from multitasking and start the song again from control center, this way the song starts from the control center and it'll play where left off...
Or if u just always play shuffled all songs no need to go in the music app, just press play on the control center and it should shuffle...
Edit : I know ur issue is with the watch and head phones , but this is just s phone thing I said
