Session appears in a state in the XenApp farm. Csrss.exe process remains active in the session.
This generally means that the session had problems on logoff and remains hung until it is manually terminated or the server is restarted. Additionally, if the server has sessions in this state and is restarted, the restart process can stop responding. The administrator has to do a forced shutdown to recover.
When this occurs, the down-state session shows the csrss.exe process still active inside that session.
The following screen shot shows a session in a down state using the Delivery Service Console:

The following screenshot shows processes still active on the down state sessions:

Microsoft has identified an issue in the Remote Desktop Services and has provided the following hotfix:
Microsoft KB 2383928: Remote desktop sessions do not completely exit, and you cannot establish new remote desktop sessions to a computer that is running Windows Server 2008 R2.