That is actually only a YouTube thing -
https://www.facebook.com/Steptproductions/posts/249268291835279
Notice that in that post, they use Vimeo, and it does not keep your place when you click through.
The reasoning for this is that YouTube uses a streaming method for delivering content, whereas Vimeo and Newschoolers use progressive download. (I think those are the right terms but someone check me if I'm wrong).
Its really cool to have streaming like YouTube, as you can jump ahead before the file has downloaded. It also uses less overall bandwidth.
However, its not as good for serving high quality video. That is why Vimeo chose this method, and it as well is why we chose it. We're committed to HD here at NS, and we want to lay the groundwork to upgrade to all the next levels of HD that are inevitably coming. We also know that your video work has a lot of time and effort invested in the quality, so we wanted to protect that over all else.
So sadly, this feature will never be a part of Newschoolers. We will however, always have the best possible quality video available on the market today.