Actually, this seems not an x2go issue, but a linux mint issue : by
default, there is a "xhost +" command launched at session startup for all
users.

If you type "xhost - ", then you should see the normal behavior again :
userB will get a "no desktop found" message if he try to connect to the x2go
host.

So, the workaround is to remove the "xhost +" command in the Control Panel >
Startup Applications for each user,

or completely remove the /etc/xdg/autostart/mint-xhost-plus.desktop
(but this could come back if the package ubuntu-system-adjustments is
updated)

or change this file to:

[Desktop Entry]
Encoding=UTF-8
Version=1.0
Name=Xhost +
Exec=xhost +
Terminal=false
Type=Application
StartupNotify=false
Terminal=false
X-MATE-Autostart-enabled=false
Hidden=true

note to x2go packages maintainer:
Maybe this should be an option to check/disable when the x2goserver package
is installed?

Or maybe a warning should be issued if "xhost" is set to + when a user
connect?