Depends what you meant be 'save your sessions.' If you have an entire environment setup with multiple applications open in various states, then no, you can't 'save state' in any way that I know of (other than suspend-to-disk). It can also be a pain in the ass to setup said environment again.

On the flip side:

- Using suspend-to-RAM is less secure.

- Enabling secure swap (at least on Linux with in a password-less setup[1]) doesn't work with suspend-to-disk.

[1] In a password-less setup, there is no way to recover the swap after a fresh boot since the key is regenerated on every boot (at least it was the case the last time that I manually setup encrypted swap).