This is how most zigbee lightbulbs perform because it’s what allows them to be turned on with the switch when the home automation system is not working. Some people don’t like it, some people do. (For myself, I actually like knowing that there was a power outage and restore as there are some medical equipment that we need to check in that situation.)
Anyway, there are a couple of choices.
First, you can use smart switches rather than smart bulbs for the bedroom. Smart switches generally restore to the previous state after power restored, although some remain off. In any case, they don’t have to deal with the same issue as the bulbs so it tends to be more intuitive.
Second, you can use the power outage smartapp which will test one bulb to see if it is on when you don’t expect it to be and will then turn off the other bulbs that you have selected automatically.
Much depends, of course, on how often you think you will have power outages. So different things work for different people.