Yes, I have made such a test. I installed the DLO agent on one of my PCs, then tried a backup using the different logout/restart/shutdown choices. If logging off triggers the backup then the user has to enter a password and the backup does get made (but user intervention is required). If logging in triggers the backup then the backup starts happening right away, which is unacceptable since the files being backup up are locked up and it slows the PC down.
I think Dell didn't know the difference between DLO agents and true remote agents. They sold me the former because they are cheaper no doubt, but they had no idea if this was a solution for me, and it doesn't look like it is. Very frustrating!