Using a shared account to login to any device such as windows would present the files from any previous session.  If you are not looking to save those files you could setup a PowerShell script to delete the contents of the folder upon logout/disconnect/logon.  Otherwise, windows is operating as its expected to, because Windows doesn’t know you are a shared account, but thinks you are a single user.

Alternatively, you could set the operating system to always use a temporary login profile for the account, which would then make new user folders for each time a person accesses; however, this will start to fill the disk space until you have some form of clean up script.

I would be curious to see what others might have to say around this, but those are the only methods I can think of to use.