I don't know if they are all like this, but mine is similar to yours. If I hit stop, then switch to TV for a while, and then go back to the Blu-ray, it picks up where it was before - provided I don't turn off the power. If I hit stop and shut off the power, it has to start over.

I don't know if these are settings that can be changed. I don't often stop a film once I start watching it, so it's not an issue for me. About the only time I notice it is if I'm watching TV show DVDs and stop for a break after a few episodes.