When connected to headphones etc. 
Ah, so you have 'Pause on headphone unplugged' set to 'Yes', then?
Try setting it to 'No' if you are listening through a docking station.
If that is the cause of his problem - should that not count as a bug?
The setting is "Pause on headphone unplug" implying the act of unplugging is the cause.
More likely - what was the original questioner's setting for "Disable resume on startup if phones unplugged"?
The default is "No" - and I would think he would have remembered setting it as it seems obviously linked to the problem he was experiencing.
Or - perhaps he just got overwhelmed by the wealth of options and forgot he had toggled that one?