In xfce4-session-settings "Automatically save session" is deactivated, "Prompt om logout" is activated, ~/cache/.sessions/* is deleted with no session running. When using xfce4-session-logout and unchecking the "Save session for future logins" checkbox everything works fine, the session isn't saved. But when using the "Session menu" applet, the last session is restored on login.
Moreover, after using the 'Session menu' session is saved in wrong way. After next login disappears wallpaper and icons on desktop, but right click still works.
*** This bug has been marked as a duplicate of bug 7915 ***