Forgetting opened documents in Preview
After some googling and experimentation, I found that I can fix this by deleting the folder ~/Library/Containers/com.Apple.Preview/. Hopefully this will be helpful if someone else has the same problem.
From a comment below by Joy Jin, it seems the specific folder is
~/Library/Containers/com.apple.Preview/Data/Library/Saved Application State/com.apple.Preview.savedState
Deleting only this folder should resolve the issue without affecting other settings. (I haven't tested this.)