Why Apps and Desktop connections cannot resume the same Windows session.
Apps and Desktop are different session types with different initialization and presentation behavior. The mode selected when creating the session stays with that session.
You cannot reconnect to an Apps session in Desktop mode, even when you enter the same Windows username and password. Likewise, Desktop mode is not a way to reveal the desktop behind an existing Apps session.
To continue working in an existing Apps session, reconnect using Apps and the same account, provided the session has been retained. Disconnecting and signing out are different: signing out ends the Windows session and closes its applications; retention after disconnect depends on host policy.
To change modes, save your work, sign out of the existing session and start a new connection in the desired mode. Windows session policy may also affect whether another session can be created for the account.
See Overview for mode selection and Windows sessions for session administration.