I have just switched from XFCE 4.8 (on Xubuntu) to XFCE 4.10 (on Arch Linux).
With the new version, I cannot use manually saved sessions like before. I am not sure if just things have changed or if it is a bug. But it looks more like it is a bug.
Usually, I would like to start XFCE with my "default" session. And no matter if I open or close applications, I want to have my "default" session again when I log in next time.
With 4.8, I just unchecked the "Automatically save session on logout" in the settings and clicked "Save session" after having everything like I want it to be in my "default" session. Worked like a charm.
But now, I get a different state on every login. I checked the content of ~/.cache/sessions and I saw that the file xfce4-session-MyHost:0 had a timestamp of when I logged out last time, although I unchecked "Automatically save session on logout".
How are you logging out? Menu->logout, action buttons logout, etc. I think there is a difference on how they act. For more info see: http://forum.xfce.org/viewtopic.php?id=8082.
I'm (nearly) always using the action button.
I've read the thread you pointed me to, and I think it's the same. Therefore, I will join that thread.