I don't know about Podcasts, but, for me, if I'm listening to an audiobook and then go listen to some music and then go back to the audiobook, MB remembers were I was in the audiobook. I suspect podcasts are the same. If it's not doing this for you, something is wrong.
I've never used an audiobook player that didn't remember playback positions across different listening sessions. It's pretty basic audiobook player functionality.