That should not happen unless Photoshop crashes or your OS crashes or or Sleep terminates you session. Is Windows, Photoshop and your Device drivers up to date? If Photoshop shows Recovery documents something failed for Photoshop is not just waking Up it has just been started that is when Photoshop recovers some unsaved changes you made documents.
Agreed... everything is up to date. I just checked with a friend in California and he's had the same kind of thing.
Maybe a mis-communication between Windows 10 and Photoshop CC?
i.e. The shut down (from the point where Windows decides it's time to go to bed) is simply too fast for Photoshop to dump itself from memory