To sign out of a Remote Desktop session, you should use the "Sign out" option, not just disconnect. This ensures that all applications and documents are closed properly on the remote computer, preventing potential issues like performance problems or leaving the session active in the background. You can find the "Sign out" option by clicking on the Start Menu, then selecting your user account and choosing "Sign out". Alternatively, you can use the keyboard shortcut Ctrl + Alt + End (or Fn + Ctrl + Option + Delete on a Macbook) to bring up the sign out options within the remote session.
This video demonstrates how to sign out of a Remote Desktop session:
https://www.youtube.com/watch?v=ewkbwNgTVrs&t=4s
