A página de manual diz que você não pode fazer isso. Citando:
A session is a single collection of pseudo terminals under the management of tmux. Each session has one or more windows linked to it. A window occupies the entire screen and may be split into rectangular panes, each of which is a separate pseudo terminal (the pty(4) manual page documents the technical details of pseudo terminals). Any number of tmux instances may connect to the same session, and any number of windows may be present in the same session. Once all sessions are killed, tmux exits.