I have turned off sessions and they still persist when I login. As a temporary fix to this issue I have modified my .xinitrc file to contain rm -rf ~/.cache/sessions before exec startxfce. Without this line programs that were running before the previous logout come up again.
I think disabling session saving does not mean the already saved sessions are ignored. With 4.13.2 saved sessions are much more discoverable, presented in a separate tab in the settings dialog, so I think the interaction with session saving should be more intuitive now. Closing bug as fixed for now. Please feel free to reopen if you disagree!
*** Bug 10141 has been marked as a duplicate of this bug. ***