Having an issue with playing on two consoles at once.

I’ve a Sequence X and an Xbox One S that me and my brother each play on. We each have our personal separate accounts that we play on so there shouldn’t be an issue enjoying on each consoles. The issue arises after I’ve been enjoying on the Sequence X, flip off the Sequence X for my brother to play when he will get residence, then if I am going to play the Xbox One whereas he’s enjoying the Sequence X it tells me I can’t play as a result of I’ve an lively session on the Sequence X (see picture), even thought I’m signed out on the Sequence X and solely my brother is enjoying. It then makes me both signal out or finish the Sequence X session which for some purpose kicks my brother out of no matter sport he’s enjoying.