To me, I can't think of a single other operating system that works this way, even Windows. But I'm sure the pro-systemd supporters will "correct" my thinking.
Windows has stopped all the programs I had ran when I log out for as long as I remember.
For RDP - Windows doesn't spawn a new session every time you remote into a machine if there's already an existing one, and closing the RDP window without logging out leaves the session running.
But then again, the closest equivalent I can think of to an SSH session is Enter-PSSession, which does close all processes started under it when closing the session with Exit-PSSession.
Closing the RDP session is equivalent to locking your session (lock screen) and not equivalent to log out. However, in Linux exiting an SSH is like a log out, is it not?
But Windows also allows a session to disconnect without logging out. (This is the default when a remote session disconnects from the client side or due to network errors, and is prominently displayed in the UI otherwise.)
For an ssh session on Linux, the traditional equivalent would be to run tmux/screen in the background, but systemd will happily kill them.
Windows has stopped all the programs I had ran when I log out for as long as I remember.