Experience the same problem with:
OS X 19.9.4, Mac client  X2Go Client V.4.0.2.0 (Qt - 4.8.5)

On the remote server I see one CPU completely killed:
PID USER PR  NI  VIRT  RES  SHR S  %CPU %MEM    TIME+  COMMAND
21002 filer     20   0 63148  41m 5528 S  66.5  1.7   3:51.08 x2goagent
21323 filer     20   0 20936 4956 2516 S  15.3  0.2   0:53.50
xfce4-settings-
21303 filer     20   0 20336 8688 7120 S   0.7  0.4   0:02.84 xfwm4
21305 filer     20   0 35364  10m 8976 S   0.3  0.5   0:00.72 xfce4-panel

At the same time, as soon as I disconnect. CPU usage of x2goagent goes to 0.

Is it the case that Linux clients don't have this problem?

thank you,

Kirill