On login all applications previously opened are restored, but all on the same virtual desktop (the first)
In fact, applications just open in whatever desktop you are at the moment.
Still present in 5.0.2
Moving to ksmserver
Still present in 5.0.95
IMHO this is a duplicate of bug#341930, which should be fixed since 5.4. Some fixes were necessary to Qt5 as well though (to make KF5/Qt5 applications be restored on the right desktop), and some of them are only included in Qt 5.6. Can you confirm that this works now? (with Qt 5.6 at least)