State restoration is a feature of macOS that was first introduced in OS X 10.7 (Lion). When you open an app, it automatically re-opens the windows you were working with in their previous configuration.

Disabling state restoration from System Settings

If you don’t want apps to automatically re-open documents and windows, select Close windows when quitting an application from the Desktop & Dock section of System Settings.

Enabling state restoration for a specific app

After disabling global state restoration in System Settings, you can enable it on a per-app basis (for any app) from the command line.

For Transmit 5 it would be:

$ defaults write com.panic.Transmit NSQuitAlwaysKeepsWindows -bool TRUE

Temporarily overriding state restoration

To temporarily prevent an app from re-opening its documents and windows, hold the Shift key while you open the app.