With the new remote start feature of 0.9.x:
xpra start ssh:localhost:10 --start-child=xterm --exit-with-children
The session will remain active after the xterm is closed because the
--exit-with-children is not passed to the server.
fixed in r3096
see also #317
this ticket has been moved to: https://github.com/Xpra-org/xpra/issues/316