session: avoid warning in log when logging in with XDMCP
    
    We unconditionally try to set WINDOWPATH in the user session, but
    WINDOWPATH doesn't get set for XDMCP since the X server isn't running
    on a VT and it's not nested.
    
    This commit just avoids trying to put WINDOWPATH in the user session
    if there is no WINDOWPATH to put.