So, to the Windows client users out there: Can anyone of you think of a reason that speaks against saving the settings in a file?
One possible reason would be the option to use Group Policy to distribute registry settings to users and predefine sessions for them.
However, I do not see any problems with using session files to do the same, in fact I would prefer it because of the portability (and transferability) of files vs registry settings. I haven't tried the --portable option in Windows, hopefully it allows you to start a session from the command line (or a shortcut) by specifying the session file. I used to do that with NoMachine and it worked like a charm.
Cheers, Daniel