You're talking about using Fast User Switching, right? You're not logging out, you're just going to the User menu in your menu bar and switching to another account.
What happens when the apps quit? For example, if you had a document open in Word that you were editing and hadn't saved when you tried to switch, what would happen? Does the app crash? Do you get the dialog asking if you want to save before you quit?
Regards,
Nadyne.