Using Budgie 20.04 on a couple of machines - all having many user-sessions - I found the same « issue » on all : when shutting down the pc from current user / current desktop I am never warned if another session is also running, so that I may break someone else’s work.
If I shutdown from login screen - lightdm - here I have a warning if another session is running ( funnily it looks like Unity’s design ).
Which leads to the mechanic for switching users. I mean switching without disconnecting / stopping current session.
First « natural » guess is to click on user indicator in panel.
But here no hint about switching user.
Actually you have to click on « Lock », wait for the lock screen to appear and there you’ll see the button for « change user ».
Click on it, you are back to login screen where you can chose another user.
That works - but isn’t it a bit hidden ? I’d say I’d expect one of these 2 « ways » inside user indicator for switching without disconnecting current one :
⋅ a « change user » item above « lock » that’d straight lead to the login screen, or
⋅ a list of all users available where a click on a name would lead to the login screen with that user already selected, waiting for password.
I assume these 2 ways are not « easy » to add, so as a third way maybe just rename « lock » into « lock | change user » ? Well that may be too long in some languages though… [ in french it would then read : verrouiller | changer d’utilisateur ]