For RDP - Windows doesn't spawn a new session every time you remote into a machine if there's already an existing one, and closing the RDP window without loggin

For RDP - Windows doesn't spawn a new session every time you remote into a machine if there's already an existing one, and closing the RDP window without logging out leaves the session running. But then again, the closest equivalent I can think of to an SSH session is Enter-PSSession, which does close all processes started under it when closing the session with Exit-PSSession.