I am not an expert by any means, but I do have 3 servers we run production processes on via RDP. The way RDP works (not your connection app) is you can disconnect and leave everything running IN THAT LOGIN SESSION. If you come back and no one else is logged on, you will get that same session. However, if someone logs on while you are away, RDP gives them the latest active session (meaning the one you had open that you did not log out of).
So any app (I believe) that provides RDP service will keep your session logged in after you disconnect and you can log back in to that sames session later providing on one else has logged in (and is still logged on) when you return.