Preserve Window Spaces Placement Between Restarts
I encountered this posting while searching for a way to do exactly what OP wanted to do.

Interestingly, Finder seems to do it right -- when you have multiple Finder windows in various Spaces, and restart your Mac (or if you just "killall Finder" at Terminal, which restarts Finder), they go into the Spaces where they were.

Also, Safari often does that too. Safari seems to preserve the Space each window was opened at, if you restart your Mac with all the browsers open. But Safari fails to remember Spaces if you simply quit and restart the app itself.

So I guess it's not true that it is impossible to achieve this, but there seem to be some issues within the Mac system that do not allow this all the time for all apps.
But I'm hopeful that someone could find out a tweak.