Thanks. I found it due to your hints
It it a bit different by now:
In the file browser, tap the top to open the menu, in the leftmost menu with the drawers icon, the last option reads „start with“ and here I could set „last file“.
Leaving this here if someone else is looking for the same
Now I wish I could also make it auto-open KO-Reader on boot, but I suppose that’s not as easy.