Yes this certainly happens.
First thing I do after I connect is:
service sshd restart
About 1/3 of the time shutdown shows fail because the sshd process wasn't running - of course it must have been running immediately before that to allow x2go to connect.
Nothing in /var/log/secure - process just dies.
Server sshd version:
OpenSSH_5.3p1, OpenSSL 1.0.1e-fips 11 Feb 2013
I've done a test
# service sshd stop
# strace -o /tmp/strace.txt /usr/sbin/sshd
I disconnected x2go client, connected again twice successfully third time I couldn't connect.
I have attached the strace output - hope this helps.
The windows client doesn't appear to ever cause this just the Linux one on Ubuntu.