Yes, because Firefox expects that sufficient security is implemented when you are required to know the password to login to the computer. If you don't have a (strong) password for the computer, then ignoring Firefox for a moment, anybody who gets the computer can gain complete access to all of your applications and files. The point is that if you know the password, then that confirms your identity as the owner of the computer, so Firefox is going to resume its session. So, I don't really understand your concern.

If you don't want Firefox to load previously viewed pages, then you can make sure "Open previous windows and tabs" is unselected in Firefox settings. If you don't want Firefox to keep login states, that you can set the preference that clears cookies and site data when Firefox is closed. You can even require a password to manage the passwords in Firefox's password manager. But all of this isn't as important as the first paragraph.