When I disconnect an RDC session, the window just goes black and stays open. It disconnects OK, but the window remains. To close it, I have to use Task Manager. At one point I had 5 black RDC windows open. Anyone else having this issue? I have been Googling around and am not seeing anyone else with this.
Nope. Even if I use Task Manager in the RDC session, on the computer I am Remoting into, and select Shut Down when the remote system shuts down the RDC window closes.
So it is a problem on your specific system that is causing this problem. It is Not a Feature.