I looked into this again a bit. On another debian machine, the last line x2go client prints is "check the auth logs", so that's what I did. It does seem like sessions are being established, but they are getting killed by the server for some reason
$DATE $HOST systemd-logind[1588]: New session c22 of user $USER. $DATE $HOST sshd[9219]: pam_unix(sshd:session): session closed for user $USER $DATE $HOST su[10159]: pam_unix(su:session): session closed for user $USER $DATE $HOST systemd-logind[1588]: Removed session c22.
Searching around revealed many reports of similar logout-immediately-after-login issues. I came across this statement in one of those threads ( http://www.unix.com/unix-for-dummies-questions-and-answers/189449-pam-closin... ):
"The message doesn't mean PAM forced it to close. It just means that PAM noticed it closing. You get that for any logout."
So! This suggests that graphical user sessions were crashing / closing for some reason, that was perhaps not entirely related to x2go. To test this, I logged in over SSH, created a new user, and was able then to connect to the new user via x2go. So! Something about switching the machine to a new network has cause graphical logins for my user to fail. Most likely the best way to debug this is to see what aspects of my configuration differ from that of a default/new user.