Suponho que seja o padrão, mas ele pode ser controlado com uma configuração .rdp
(não disponível na GUI).
disableconnectionsharing:i:0
Determines whether a new Terminal Server session is started with every launch of a RemoteApp to the same computer and with the same credentials.
0
– No new session is started. The currently active session of the user is shared.
1
– A new login session is started for the RemoteApp.