If you log on to Terminal Server with a roaming profile and you are a member of the Guests or Domain Guests group, your roaming profile is not used and you are considered to be a new user.
When you log off a Terminal Server, your local profile is deleted from the Terminal Server, if you are a member of the Guests or Domain Guests group.
The above behavior is by design.
The Application Event log may contain:
Event ID: 1000 Source: Userenv NT AUTHORITY\SYSTEM %ComputerName% Windows cannot create profile directory \\servername\users\username. You will be logged on with a local profile only. Changes to the profile will not be propagated to the server. Contact your network administrator. DETAIL - The network name cannot be found. Event ID: 1000 Source: Userenv NT AUTHORITY\SYSTEM %ComputerName% Windows cannot find the local profile and is logging you on with a temporary profile. Changes you make to this profile will be lost when you log off.The following entry may be logged in the Userenv.log file:
USERENV(56c.550) 15:25:41:171 RestoreUserProfile: User is a Guest
To resolve the issue, remove the account from the local Guests group on the Terminal Server and from the Domain Guests group in the domain.