I have the same issue on an iPhone7. Before the last update, Spotify remembered the last played song and started again just where it left off (if there wasn't too much time in between - used too work when getting to work and driving back again)
Now it always starts with the last saved song as you described and then plays all of the saved songs, and I always have to switch back to whatever playlist I had selected before :(
Very annoying... :(
