you are correct. the SSH terminal has an associated login session. if you run a terminal command under the session it runs as a session process. if you exit the session all processes exit.
services are created an run by the NT service worker. it owns the process. so while the sc command itself runs under the SSH session, it messages the service worker to start the service, it does not start the service itself. this is similar to how you would launch a daemon on unix via the launchctl/systemctl command.