If the customer was anonymous and the session ends, then by definition there's nothing to go back to. When they visit again, as far as the cart can tell they're a new visitor - there's no session to match them up against.
You can avoid that by either setting the session timeout to a really high value (which violates some rules, so may or may not be an option for you) or encouraging people to log in. Companies often do this by forcing it before customers can view products (not great), or using banners, modal windows, etc to encourage people to log in by giving them special promotions if they do so. A lot of sites find that to help with conversion rates too, but it's a balancing act.