Hi!

Remote for wsjtx must be on. Otherwise cqrlog can not receive UDP packet #5 that WSJT-x sends at the time of accepting logging. (either auto, or manually pressed OK).

If remote is not on the socket for UDP is not created.

Only thing that might be causing this is that you have had cqrlog in remote. Then you have closed CQ-monitor from top right X of the window. That leaves remote still on.
But you may not close WSJT-X. Closing it causes UDP packet #6 appear and when cqrlog detects that it will close remote.
If you have killed WSJT-X with force so that it did not send #6, keep cqrlog still running and later come back with hound mode the remote is still on.

And it that case logging to cqrlog happens when WSJT-X logs.

Note also that if you have closed CQ-monitor from top right X and later closed wsjt-x and cqrlog it will remember that CQ-monitor was off.

Then if you open cqrlog on next time and put remote on, only then text "call" over callsign box and Offline status checkbox changes. You have open CQ-monitor manually from Window/wsjtx monitor to see it again.
In that case you may be opened remote by instinct then overlaid wsjt-x on New QSO so that you have not noticed that remote was on.
But in both cases you must have had KH1/KH7Z call on callsign box of NewQso after your fist transmit. Maybe you have not noticed that appearing, too.

I can not imaging any other way to get qso also to cqrlog log.