I didn't understand initially either, but now I do. If you don't save the remote credentials in the connection data, yes, the next time you start a RD connection to the same remote machine, it will assume the same remote username.
To resolve, this create 2 different RD connections & save them with credentials- In the options on the General tab, deselect the 'always ask for credentials' option and save the connection with a unique name. Do the same for the second remote user credentials & save it with it's own name.