The problem with disconnect is it locks my AD account when I change my password. (Do disconnected remote desktop sessions lock accounts?) The remote session only gives me options to "Shutdown", "Restart" and "Disconnect".
Click start, then from your username/icon in the top right corner you can choose "sign out". The power button has "disconnect, shut down, restart", your user button has "lock, sign out".
If the version of windows you're using doesn't have that icon, open a command or powershell window and type