I do see this on remote desktops and sometimes your solution is the one we do.
I suggest to them to File-->Exit Sage and not use the red X box. After that, log off TS.
Sometimes the user is impatient and the system is slow--they double click and then they don't wait long enough for Sage to open and then they double click again. I think they do this because they aren't sure the double click ""takes."" I've suggested to right mouse click and choose ""Open"" and then WAIT. They are more likely to have this be successful, because the menu screen disappears once they've chosen Open, so they are more comfortable that their choice actually got chosen.
Finally, change the Sage user settings, so there is a timeout.