That depends on the browser. Some browsers will share/persist a session cookie across instances. If I have two IE windows open and I close one, the session cookie can be persisted in the other so that if I reopen another window the cookie information is still available. In this case, it is probably safe to assume that the visitor is not closing the window and immediately reopening to return to the site so the session expiration timestamp will expire the session cookie on schedule.
* I have really only seen this behavior in IE browsers, mostly 7 and earlier. I cannot say for sure whether this occurs in other browsers.