I have a headless Raspbian installation, configured to boot directly to the graphical desktop. If I VNC into it, I have an option to "log out," presumably of LXDE. When I click this button and confirm that I want to log out, I don't get sent to a log-in page. Instead I am back at my desktop, and the only difference is that the icon for logging out has changed from a 0/1 On-Off symbol to green walking man, which is labeled "shut down" in some places and "log out" elsewhere.
I thought maybe I had logged out of pi and into root, but when I open a terminal window, I'm still prompted by pi@raspberry. However many times I "log out", I'm returned to this second desktop. If I double-click the Desktop shutdown icon, I am able to shut the Pi down.
What is the difference between these two desktops? Am I being automatically logged in because there is only one user and because I have chosen to start LXDE on boot?