Nothing unusual about my system. I'm running a Raspberry Pi 3a+ with Raspberry Pi OS desktop, with some tabs loading.
I have a Raspberry Pi running a Tor proxy, Transmission torrent demon, nzb demon, Samba file server (NAS), dlna server. I run it 24/7 and go in via ssh terminal maybe once every week, and VNC much less often. VNC desktop opens where it was last time, provided I didn't reboot the Pi.
To close a VNC session on the local machine, you close the VNC window. This disconnects from the VNC server but anything you left open in the VNC session continues to run as long as the VNC server is running. Windows left open in VNC will still be there if you later reconnect, even if that is from a different workstation.