Interesting observation.
I run W7 Enterprise on my MacBook Pro in Bootcamp, at work.
Recently, I have decided too put it to sleep, when not attended. So it did. But, I normally run around 10 RDP sessions to various servers.
Guess what? After resuming from sleeping, I did not loose any of my sessions

I did not observe such a thing from XP, Vista or 2008 server.
I wonder how?