I'd like to bump this post, because I've also looked for a solution. No luck though.
I've set both hot_exit / remember_open_files to false, besides liking it that way, I also have the idea st2 is booting a bit faster. But I do want the last state of my project files when I open a project. Setting these (project based) options doesn't seem to work. "Close project" does work, but is not the best solution.
In the latest Sublime Text 3 beta these project specific settings still seems to fail to override my user settings where I've set "hot_exit" and "remember_open_files" to false. I added the following in my sublime-project file but when I close and then reopen the project I start with blank project without last open files.