Well, that session IS ended with mailcow, but not with keycloak. This is the way SSO is supposed to work.
Our company does not allow and prevents the use from public terminals, because of the possible data exfiltration threats.
If you are fine with that risk, you could open a feature request on Github, to have the logout button in mailcow and SOGo to properly logout with keycloak as well.
For now it is working as intended with an SSO solution.
I found there is already a feature request:
mailcow/mailcow-dockerized5774
I linked the github issue to this thread, so hopefully devs are taking care in near future.