I tried that already several times. I need to find out
how to do this manually instead of depending on Preferences
--> Sessions. And, I'd like to know if this might be a bug
that should be reported. Any ideas?

As I wrote from the beginning:

>>> "Session Preferences" window --> Session Options
>>>
>>> "Automatically remember running applications when
>>> logging out" --> unchecked
>>>
>>> I checked this box several days ago, just testing how it
>>> works, and sure enough it works. But unchecking the box
>>> doesn't go back to the default of not remembering sessions.
>>> It's stuck.


The problem is specifically that what you recommend does not
work. The GUI attached to the command selected from the System
menu does not work.