Your screenshot shows that the setting is enforced by your admin.
Check Settings - On Startup
Is the "Continue where I left off" radio button selectable?
Is the radio button "Open a specific page or set of pages" selected?
Are there yellow marks around it?
When you mouse-over the marks you see "This setting is enforced by your administrator."
This is controlled by the registry keys under
HKEY_LOCAL_MACHINE/SOFTWARE/Policies/Google/Chrome
(try HKEY_CURRENT_USER if this does not work for you)
RestoreOnStartup
5 = Open New Tab Page
1 = Restore the last session
4 = Open a list of URLs
Example value: 0x00000004 (Windows), 4 (Linux), 4 (Mac)
"Action on startup Data type:
Integer (REG_DWORD)
Windows registry location:
Software\Policies\Google\Chrome\RestoreOnStartup
Mac/Linux preference name: RestoreOnStartup
Supported on: Google Chrome (Linux, Mac, Windows) since version 8
Google Chrome OS (Google Chrome OS) since version 11
Supported features: Can Be Recommended: Yes, Dynamic Policy Refresh:
Yes, Per Profile: Yes
Description: Allows you to specify the behavior on startup. If you
choose 'Open New Tab Page' the New Tab Page will always be opened when
you start Google Chrome. If you choose 'Restore the last session', the
URLs that were open last time Google Chrome was closed will be
reopened and the browsing session will be restored as it was left.
Choosing this option disables some settings that rely on sessions or
that perform actions on exit (such as Clear browsing data on exit or
session-only cookies). If you choose 'Open a list of URLs', the list
of 'URLs to open on startup' will be opened when a user starts Google
Chrome. If you enable this setting, users cannot change or override it
in Google Chrome. Disabling this setting is equvalent to leaving it
not configured. The user will still be able to change it in Google
Chrome.