Problem: Layer palette chages state between the closing and reopening of a file.
What I would like to be able to do is open a .ai file and have the layer palette exactly the way the way I left it when I closed the file. Currently upon reopening a file many of the layers will be fully expanded and I have to go through and collapse them all.
Is there a way to force Illustrator to maintain layer palette state between file sessions?
No. That's just the way it is. Has been forever this way.
The behaviour - or the issue - has been introduced in Illustrator 9, the first version which included nested layers. The behaviour has been legitimately criticised pretty often.
However, if you want to collapse/expand all layers in one step you might consider converting your main layers into sublayers. That is:
• Create a new 'master layer' on top of the entire stack of main layers
• Drag all main layers onto the master layer in order to make them sub layers of the master layer
• Now you can Alt/Option Click the triangle on the left-hand side of the master layer in order to collapse or expand all sublayers
Of course, this way is only applicable if using sublayers is an option for you.