I'm one of those people who never log out from their desktop
Only crazy people log out from their desktop every time they step away from it for moderate amounts of time. Whether you're leaving to get lunch or to go to a long meeting, sensible people just lock the screen (something that I've deliberately made very easy in my X setup). But my impression is that a fair number of people log out at the end of the day, or at least the end of the week.
I'm not one of those people; not at home and especially not at work. With rare exceptions, I log in when I boot up my machine and then I stay logged in until I'm going to reboot it (and then I log right back in again). When I leave, whether for an evening, the weekend, or the university's multi-week winter break, I just lock my X session (which at least purges my SSH keys). As a sysadmin who cares about security to some degree, this can feel a bit embarrassing; it would probably be moderately more secure to actually log off my office machine every night and log in again every morning.
(At home there's less reason to worry about the security issues and I use my desktop every day.)
A large part of why I do this is simply that I'm lazy. Both locking and unlocking my screen are a lot faster than logging out (in an orderly way) and then starting up my X session all over again. While I've automated a fair amount of starting my X session, there's still a number of manual steps involved (for example, I start some programs by hand and manually place their windows). The whole thing is enough of a hassle that I don't feel inclined to do it more often than I really have to. It also takes a bit of time, for various reasons; even if everything magically started automatically, it would probably take sixty seconds or so until my desktop was all up and running.
(Logging out requires a bit of work because things like Firefox are much happier if I shut them down in an orderly way instead of just yanking the X session out from underneath them.)
A certain amount of this manual startup work is because I've added
a few more 'always present' windows but haven't gotten around to
adding them to my startup script. Some of them are a bit awkward
to automate (because they are really 'start an
xterm with a shell,
then run a command in the shell'), but I could probably glue something
together. Other programs have to be started by hand because they
provide no way to specify things like where to place their windows
or that they should start iconified (with their icon in a specific
spot). Possibly I could arrange a sufficiently complicated set of
supporting scripts to automate this (using things like wmctrl), but just not logging out
is a lot easier.
Staying logged in all of the time has some interesting consequences. The obvious one is that I normally keep all of my regular X programs running continuously for days on end (and sometimes weeks). Unsurprisingly, programs do not always expect this or handle it perfectly. Even when a program doesn't have issues with running for a long time, it may do somewhat inconvenient things like only loading certain information at startup.
(Awkwardly, one of the programs I use with this 'only on startup' flaw is one that I wrote myself. My excuse is that it was by far the easiest way to code that particular feature, the data involved doesn't change often, and I can always restart the program if I need to. Still, I should probably fix this someday.)