When you open a terminal session to your remote Linux server using X manager, any remote X application executes on the X server that runs on you PC. If you close the connection you loose the session. Sessions cannot be resumed.
VNC is similar to Remote Desktop, where only the screen display is shown on your PC, but all execution and display is happening on the remote Linux X server. You can disconnect and reconnect to an existing session that runs on your Linux server.
So what are you using?
I think mistakenly loging out ending my session. Closing session from vnc or xmanager does not end session & can be resumed.
Only difference from Remote Desktop in windows that, does not need to enter password of Linux OS user, unless screen is not locked.