I don't use that software, so I'm not familiar with exactly how it behaves. In MC the scroll position cannot be saved.
However, you can achieve a similar effect to what you describe, but in the Tree.
Start by modifying your Artists view, and ensure that "Support Tree Browsing" is checked in the Customize View dialog. (it may be that way already)
Now go to Options->Startup->Startup Interface and set Location to be Last Location.
Now go back to your Artists view. You can expand it by clicking on the disclosure triangle just to the left of the word Artists.
You'll see your Artists view expand. Click one of those leafs that represents an artist, something that starts with S. You'll then see the contents appear on the right.
Close MC.
When you re-open it, you'll be back sitting on that same leaf. Scrolled to the top of it of course, but on something starting with S.
You could create a view that organizes and groups your artists by the first letter of the name, so you'd see the A's, the B's, and so on. Go the S leaf in a view like that, and it would be similar to what you're describing.
Try it out.