You must use XFCE, this is the only supported desktop environment.
Once you log off, you will get a screen asking for a password in x2go, you can ignore this because you have an ssh key. The screen will look like this:
Just hit cancel and start the session over again.
Once you hit cancel above, you will get the session back on the right that you can click on again. If you are asked for a password, you will not be able to get into the session.