I found a "feature" I don't like and want to turn off.

If I start an app doing a task (Handbrake for example) and then switch to the login screen (to lock the computer before bed), when I get up in the morning and login again Handbreak will be at the same stage it was when I locked the screen in the evening (so the whole point of doing it at night was nixed)

Any ideas if this is a new feature of Yosemite ?  I can;t find anything in the Energy Saver preferences that would account for it.