To always load all tabs after (re)start, go to Preferences > Tabs and uncheck "Don't load tabs until selected". ("Preferences" may be called Options or something on Windows or Linux, I can't recall right now.)
I would argue this is a sane default setting (it trades some waiting time when switching to a different tab for snappier start-up). Regardless, Firefox gives you the option to choose your behavior, which I would argue is the non-lazy thing to do (however simple).
† Note I am on Nightly, so it's possible this preference is not yet visible in the release version. It probably is, but just to be clear.
Also frequently FireFox crashes for me are due to it hitting the 4GB memory limit (well closer to 2GB obviously), so restoring all tabs would just result in Firefox crashing again. Restoring them piece meal lets me close down ones I do not need, thus allowing me to get FF's memory usage down to acceptable size.
I notice I have to wait a second or two when I switch to another tab. This is annoying because I remember seeing the page load before I restarted. My subconscious doesn't realize that it was a different process.
I'd rather my browser and everything else involved work a little harder to give me the illusion that nothing has changed after I restart.