Nope. I've searched through the settings and can't figure it out. It always unlocks to the desktop. I'm using Nova Launcher if that helps ... Can't find anything in the Nova settings that pertains to this either.
Do you happen to have any of the Developer Options checked? Like the "Don't Keep Activities" option, which destroys every activity as son as the user leaves it?
Appreciate all the suggestions as these are things I haven't thought of; however, in not using any battery saver or task killer apps that I'm aware of. I'm tempted to factory reset and start from scratch ...