Okular (a rather good PDF viewer) can't save sessions (open files & positions) in non-KDE environments.
The issue has been open since 2018: https://bugs.kde.org/show_bug.cgi?id=397463 .
There's some partial merge request but it's been dead for a year.
You could also help preparing XFCE for eventual Wayland compatibility: https://wiki.xfce.org/releng/wayland_roadmap .