This is a known problem.
It's a slightly odd situation, Mastodon's software does actually record the timeline position and could remember it, but for some reason the official web interface doesn't (in fact it resets it!).
In theory third party apps can use this position too, you might find more luck trying them?
If you're comfortable using github you can vote for this to be fixed by giving a thumbs up at https://github.com/mastodon/mastodon/issues/19036 and https://github.com/mastodon/mastodon/issues/23677