Save state games do, but idk the word - “continuation based checkpoint” games often do not load the last “save”. Gta online used to be like this and you actually used up healing snacks and armor midmission, making heists a slog if you died and used them all up. Now it loads the state and you get those back when you die.

A trend that really took off is allowing checkpoint based-save games to remember I used consumables when reloading a save after you fail a mission. This conditions you to worry you might hit a hard spot and use all your consumables, and still lose, and be out all the money/time it took to get them.

Games used to just reload a savestate so if you died and had to load a checkpoint you “didnt use” those consumables. Bethesda games are great about this Used a lockpick magazine and there was a trap on the other side? Dont worry fam use that magazine again and be ready for round 2!