MS Win 03 Server Disconnects Local Desktop Apps?

I just got off the phone with a vendor that sells a specialty client-server application.
Their support representative said that one of their applications has a problem with Windows 2003 Server that doesn’t exist in Windows 2000 Server.
Apparently they have an application [named RouterApp for purposes of this discussion] (complete with character-mode display) that exists to push inbound network traffic created by a proprietary application for end users [UserApp] from the OS to a service on the machine [nicknamed EndService].
The rep indicated that 2003 Server has a habit of disconnecting desktop applications, which renders UserApp unable to talk to EndService.
Is this normal?
Does '03 Server disconnect local sessions like terminal service sessions get disconnected?
A quick googling didn’t find this for me.
And before anyone asks, yes, the vendor is in the process of acting right and making their RouterApp into a real Windows service and not a desktop application.