What should happen is that the RD session should drop after the application closes. What often happens is that the user sees a blue screen for up to two or three minutes, then the session completely drops.
I figured out the cause by using the Remote Desktop Services Manager. I launched a client session that launched the 32bit app upon login. I then closed the application, and the session hanged. Looking in the RD Services Manager, I noticed that there was a service from the session called "splwow64.exe." I killed that process, and the session dropped.
The fix is pretty simple. It requires a regedit. Perform this regedit at your own risk! You should backup the registry before you start.
Navigate to the registry key:
Add the following 32 bit DWORD:
and set the value to 0
The fix worked instantly, at least for me. Your results may vary, of course. As far as I understand, you can create other dword values in there to terminate other programs that are stalling the exit of remote desktop sessions.
Apparently, splwow64.exe is used in thunking (in this context, converting memory addresses from 32 bit to 64 bit.)