Actually my Okular is currently on version 1.2.3 from openSUSE Tumbleweed. Since Okular has no session feature inside, I use the session restore feature from KDE desktop to make Okular reload opened files before shutdown/restart. When a file saved in the session file list becomes inaccessible while the Okular is automatically restarted by KDE Plasma, Okular stop reloading all the other files in the same session file. I think a normal operation is to skip **only** the inaccessible one(s) but reload the rest. There is a similar bug (https://bugs.kde.org/show_bug.cgi?id=259303) states that Okular should not try to load files stored in tmp-directory on session-restoration. But I do not deem it as the same as this one.
Can you still reproduce it with some newer version?