Please ask questions about separate, unrelated topics (fast-user-switching and pxGrid) in separate community questions.
You are referring to Microsoft Windows Fast User Switching "feature".
With Microsoft Windows Fast User Switching the OS sends no notification of a logoff and logon of the user change therefore ISE cannot detect/know about this event and change network authorization accordingly:
In older operating systems, a user was required to log off before another user could log on. As of Windows XP, a user does not have to log off to allow another user to log on. Instead, it is possible for multiple users to log on and switch quickly between their open accounts. This feature is referred to as fast user switching.
If you use AnyConnect NAM for 802.1X authentication, it restricts network authentication to a single user. It will disable this feature to prevent such inconsistency in user login behavior to properly enforce network access per user.
Please see the Cisco AnyConnect Secure Mobility Client Administrator Guide, Release 4.5 - Cisco for how the NAM Module does Single Sign On “Single User” Enforcement.