It appears that if a Windows user logs off their workstation if they have any applications running via Parallels Client that their session is disconnected from the server and there applications are left running on the server and available for reconnection in the future. Going through the Client settings I can't see anyway to change this behaviour to force a workstation logoff to log out of RAS sessions
From the server side instead of the client am exploring the use of Logoff Disconnect session after setting in the RD Session Hosts. ( from Parallels RAS 19 Administrator's Guide - Agent settings )