Hi @cviquez,
Welcome to the Community!
It looks like there is also a support ticket which has been opened for this topic. Please let us know if you have additional questions! I’ll sumarrize the response in the ticket here for others.
As described in this article on sessions, the Auth0 session and application session are two different session layers. The Auth0 session is managed in the tenant settings you’ve referenced, but the application layer is managed within the application. Tokens within the application are stored in memory by default for security reasons. However, because of the nature of memory storage, logging out in one tab won’t affect the other tab. You can read about using local storage instead of memory (and related security concerns) here: Auth0 Single Page App SDK
Related topic: Synchronizing session across browser tabs