Chrome won't reopen my tabs on startup even with the setting on

Do you close each window separately? Chrome only restores the last window you closed. Use the three-dot menu > Exit so every window gets saved together.

Had this. Do you run any cleaner like CCleaner? Those delete Chrome's session files on exit, so the setting has nothing to restore. Exclude Chrome from it. Other thing to check is that you're opening the same profile you closed. If you've got more than one, Chrome can come back up in the other one. And until it's sorted, History > Recently closed still has the last window, as long as you open it straight away.