Because Smart TVs are pretty dumb in this area. Most won't write to the USB stick something to give the app a memory where to resume because writing to the memory stick or drive is a little dangerous so they don't. And the TV internal storage is almost always tiny so they don't use that.
You may be thinking of what PC apps do. These Smart TVs don't come near what a PC does.
How do I continue watching a video from where I left off, either from the USB source or over the network? Is there a way to bookmark or something?
I have a LG 49UJ6560

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic