Nuvi 2595 feature. Is there another??

It's possible that you are only going into sleep mode when you shut down. I don't have a 2595 to test and the wife has the car with our 2689, but on the 2689 a quick push of the power button only puts the device into "sleep". Battery drain will continue but at slow rate. If you push and hold the button for about 15 seconds, then you get a screen saying something to the effect of "Do you want to power down". That is truly off.

[EDIT} Wife is home and my nuvi 2689 does not exhibit the behavior you are experiencing with the 2595. As a point of interest I looked at the manual for the 2595 and also don't find the feature described. I could have missed it however as the manual is 88 pages.

All the latest devices go into sleep mode and should open immediately

OP stated with respect to his Nuvi 2595 that “…it comes back on where it was when I turned off the power to it.” That does not happen to my fully up to date 2689.

I have to say, it would be a desirable feature.

It opens where it was on my DriveSmart 50.

Interesting that your DS 50 and the OP's nuvi 2595 do this. The timeline for the 2595 and my 2689 are as follows (sourced on POI)

10/2011 nuvi 30, 40, 50, 24x5, 25x5, 34x0
9/2014 nuvi 25x9, 26x9, 2789

As you can see the 25x5 predates the 26x9 by three years, yet the 2689 doesn't seem to have the feature, unless I haven't figured a way to enable said feature.

I'm not sure if this is what you are talking about, but, when Navigating, (Active Route), my units have always "Woke Up" to return to the map at the same spot and same point in the driving instructions as when it went to sleep,

Not sure what the OP means when he says it "opens to where it was". Don't they all? After a few seconds of warnings all of mine have gone to the "Where too" or "View Maps". Then after hitting 30 kph the map opens. Unless, there is a route in force where it then bypasses the "Where too", "View Maps" or speed requirement and opens directly with the map showing my route.
At no time do I need to touch the unit for it to become.. useful

I have a Drive 51 and it completely shuts down when the power is disconnected. Has to boot-up, very frustrating. My others start up quickly but are at the 'Where to/Map' screen.

I have 6 Garmins, only the Nuvi 2595 comes back on after being in 'Sleep Mode' to where it was when it went off.
My Drive 51 completely shuts down and has to re-boot every time the power is disconnected even with a fully charged battery.

When the OP stated "...it comes back on where it was when I turned off the power to it" I thought he meant it returned exactly to the screen in use. As an example, say he was at the search screen looking for a restaurant and didn't complete the entry of the name. At that time he chose to turn the unit off and using the button placed it into standby or sleep. Later he turned the unit back on, and it returned to the same search screen he had previously been on.

This behavior would mimic most Windows based computers. If I place the computer I'm working on at the moment into standby with this POI screen "up", and then wake the computer, it returns to the exact place I was. And I'm not using hibernation, that I realize is a different scenario.

In your original statement you said "there's a feature of the Nuvi 2595 that I love, it comes back on where it was when I turned off the power to it."

I asked earlier and you didn't respond "I thought he meant it returned exactly to the screen in use. As an example, say he was at the search screen looking for a restaurant and didn't complete the entry of the name. At that time he chose to turn the unit off and using the button placed it into standby or sleep. Later he turned the unit back on, and it returned to the same search screen he had previously been on."

Many newer models can go into a power saving mode and they wake up quite rapidly. If you are in the middle of navigating to some point, they pick up where they left off. If you hold the power button in for about 10 seconds they actually power completely down. This the behavior of a Drive 51 according to the manual which I've quoted below:

"Turning the Device On or Off

• To turn the device on, press the power key, or connect the
device to power.

• To put the device in power saving mode, press the power key
while the device is on.

While in power saving mode, the screen is off and the device
uses very little power, but it can wake instantly for use.

TIP: You can charge your device faster by putting it in power
saving mode while charging the battery.

• To turn off the device completely, hold the power key until a
prompt appears on the screen, and select Off.

The prompt appears after five seconds. If you release the
power key before the prompt appears, the device enters
power saving mode.

I haven't tried it any search modes. I'm referring to navigation. When I turn my bike off, the power is cut off as well and after a few seconds, the unit turns off. When I start back up the 2595 will still be on the navigation screen. None of my others do this, they all start at the start screen.
My Drive 51 acts like it's the first time it's being powered on after being completely off, not even power saving mode.

I'm sure it goes into sleep mode since it comes right back on. Most of my other unit come on instantly as well but at the home screen. The Drive 51 acts like it's the first coming on after being powered down.

Now that you've clarified what is happening with your unit, I find my Nuvi 2689 has essentially similar behavior. On powering back up from standby, once I do the "Agree", it immediately goes to the previously defined route.

My ancient Nuvi 50 had a feature that I wish my DriveSmart 51LMT-S had. The Nuvi would vary the font size for trip odometer readings based on the number of significant figures present. The DriveBozo always has 74 digits and just might be readable with an electron microscope.