well, as far as I see it, you log on to server when you first contact to it.
no matter are you on domain logged on or not, your wksta goes for the security pipes on that server.
and I see it as logging off is same as closing that security pipe and trashing all current sessions.

but again, TS logging off is another level stuff and as said by citrixdude, that's also something that needs clarification too.
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