Computer system providing anomaly detection within a virtual computing sessions and related methods

A method may include running virtual sessions on a virtualization server for a plurality of client devices associated with respective users, with the virtual sessions being responsive to traffic from the client devices. The method may further include generating baseline traffic patterns for the users based upon the traffic from respective client devices during the virtual sessions, monitoring traffic during a new virtual session for a given client device and detecting an anomaly therein relative to at least one of the baseline traffic patterns, and generating an anomaly alert based upon detecting the anomaly.