When I start 1st RemoteApp - Windows starts mstsc.exe task.
When I start 2nd RemoteApp (it's hosted on another Terminal Server) Windows DOES NOT start one more mstsc.exe, it just adds memory for the first started task. And so on.
If I have launched 4 RemoteApps which use different Terminal Servers, then I have only 1 mstsc.exe task anyway. In our company we use third-party print program which runs with mstsc.exe task. And in last example it would work only for the 1st started RemoteApp and the remaining 3 would have nothing.
If I connect to different Terminal Servers via default mstsc.exe tool, Windows starts task for every connection. The problem (?) is exactly in RemoteApp.
Tested on Windows 7 SP1 x32 and Windows XP SP3 x32. I've installed last updates for RDP.