kate load last-used session

1. $ lsb_release -rd
Description: Ubuntu 11.04
Release: 11.04

2. $ apt-cache policy kate
kate:
  Installed: 4:4.6.2-0ubuntu1
  Candidate: 4:4.6.2-0ubuntu1
  Version table:
 *** 4:4.6.2-0ubuntu1 0
        500 http://us.archive.ubuntu.com/ubuntu/ natty/main amd64 Packages
        100 /var/lib/dpkg/status

3. What you expected to happen? I expected Kate to re-open the files I had left open in Kate when I closed Kate. So, I set the "Behavior on Application Startup" to "Load last-used session". So, if I had 2 text files in Kate when I closed it I expected Kate to automatically reopen those 2 files when I restart Kate.

4. What happened instead? When I start a new session of Kate it opens a new session. It didn't remember to reopen the files I had opened in it the last time I ran Kate.