It is considered 'best practice' to properly sign out to log out of a Remote Desktop Session when you are finished working in the environment. If the session is disconnected, such as by clicking on the 'X' on the blue banner at the top of your screen, the Remote Desktop Session, as well as its applications, is still running on the Cloud. If System Five becomes unresponsive, or there is some other strange behaviour with the Remote Desktop Session, signing out is the only way to reset the environment and close all running applications.
There are three ways to sign out. All work effectively, so it is a matter preference.