There are any number of reasons why your client may close during a session. For me recently it has been "counting your coins" hanging and "corrupt or missing data files". These issues are being worked on, and have workarounds, but one simple change that would take the secondary sting out of these frustrating issues is if we didn't also lose all the stuff in our pockets when we log back in. Changing it so we retain our pockets after a client restart within the same session would be a huge QOL increase in the midst of the other issues.
Finding some cursed cannonballs, chains, and Pineapples after spawning, then spinning on a purchase, realizing all the good stuff you just got is going to be gone after you alt-f4 and restart, is incredibly frustrating.
