The problem now appears on servers without an RDS role.
Same symptom: Session gets stuck with 4-5 processes. The Winlogon process is blocked by the SENS service ID (2023-04-16_16h00_07.png). The SENS service is waiting for EKRN.EXE (2023-04-16_16h00_47.png).
On this servers, I kill the SENS service prosess, the sessions close. But, other problems are always present after reconnect (don't open explorer, gui ESET, ...) even with SENS Service stopped.
I discovered another symptom: unable to query ESET WMIs but Windows WMIs work.