This is not necessarily an issue, more a design flaw. Your xbox works like a computer, in that, the RAM temporarily stores information for the game you're currently playing and 'marks' on the disk where you currently are. Say you're playing GTA5, pause the game and 'turn off' your Xbox, the next time you turn it on, you should be able to jump right back into that pause screen (given that the console didn't lose power connection). This is because the Xbox is in a sleep mode. Destiny on the other hand, is played from servers and there is very little on these disks compared to other games. There is no way to 'mark' where you were on the disk. Sometimes, you will be prompted to jump back into the loading screen to select a character, but most of the time, you should Quit the game after/before playing.