RDP connection hook called twice for every connection

Question

I want my application to hook remote connect and disconnect events for all sessions on the specified computer.

According to the documentation, I should call WTSRegisterSessionNotification function first:

WTSRegisterSessionNotification(hWnd, NOTIFY_FOR_ALL_SESSIONS);

Then in the messages processor callback I should do the required stuff on WM_WTSSESSION_CHANGE message type:

LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
    switch (message)
    {
    case WM_WTSSESSION_CHANGE:
    {
      // do stuff
      break;
    }
    }
}

It works very strange however. Every time I connect or disconnect to/from the computer where my application running, WTS_REMOTE_CONNECT or WTS_REMOTE_DISCONNECT called twice -- in one of these calls I can get user name and in another I can't (it's just an empty string).

  case WM_WTSSESSION_CHANGE:
  {
    const int reason = (int)wParam;
    const DWORD sessionId = (DWORD)lParam;
    switch (reason)
    {
    case WTS_REMOTE_CONNECT:
    {
        DWORD bytesReturned = 0;
        LPSTR pData = NULL;
        if (WTSQuerySessionInformationA(WTS_CURRENT_SERVER_HANDLE, sessionId, WTSUserName, &pData, &bytesReturned) == 0)
        {
          // Handle error
          break;
        }

        const std::string username = pData;
        WTSFreeMemory(pData);

        // do other stuff

I found this question but it has very strange accepted answer:

Hmm, the answer appears to be that it's fairly normal for these fields to be empty on a terminal services/RDP session

I don't understand why it actually works this way.