This only appears to be an issue with Remote Users that are connecting to our RemoteApp from RDWeb Access via Internet Explorer 11:
User has a RemoteApp session open, then closes the app, which does in fact close on the Sesssion Host as I have confirmed via task manager. The session remains Active (due to other processing running on Session Host under that user account? but those processes do not appear to be related to the RemoteApp application (ex. Windows Logon Application, RDP Clipboard Monitor, etc.)) and when the user clicks on the RemoteApp icon on the Web Access page to re-connect to the RemoteApp, the app starts on the Sesison Host as I have confirmed via Task Manager, but suddenly the previously Active session "disconnects".
the result is the RemoteApp still running under that User Account, but the Session State for that User shows "Disconnected". You can click all day long on the Web Access page, and instances of the RemoteApp may or may not startup, but the session never changes from Disconnected and the RemoteApp is never displayed on the Remote client.
This behavior only seems to be present in remote clients where IE 11 has been installed.