Did my Internet connection get dropped when I logged in as a different user ?

I was fooling around with logging in as a different user to test something else. It so happens that I was listening to the radio via the Internet at that time.
Well the radio stopped. Is that to be expected in that logging in as a new user wipes the slate clean, so-to-speak ?

I think that I don't like that and would like to prevent it. Is there a way ?
That is, keep what ever internet connections,,,connected.

This multi-user stuff is weird.