To close the session on the remote server successfully, the user needs to send a command to the server to shut the application down.
This can be done within the remote session by the user:
Press "CTRL" + "ALT" + "END" on the keyboard to bring up a blue screen.
On this screen, click Sign Out.
This will correctly end the session; exiting dimensions and closing the hosted/remote session.
Once this has been done, open the session again and provide a fresh new instance.