My problem was resolved by removing the <session-manager> completely from sun-web.xml, as was suggested by Jan Luehe over e-mail. It did NOT matter, if it had the "file" or "memory" attribute for persistence.
If "Session File Name" in the GUI field was not empty, the sessions were not saved on restarts. Emptying that field in the GUI allowed the sessions to be saved on restarts.
[Message sent by forum member 'javjav' (visualitems_at_gmail.com)]
http://forums.java.net/jive/thread.jspa?messageID=388788