Being that this is a server, I believe you can also opt to install another software running as a service that will allow you to remotely connect to the device. There may be some limitations of control of system settings (Domains, Users, Microsoft account) but for the most part it should work no differently than a desktop computer as long as the service is authorized under admin, and you are remotely logging into the admin account.
I am sure Microsoft will have security concerns, but this is also relative to if it is the server for a local plumbing company or Discord server compared to a national Health Insurance company or Bank...
If the company was large enough, and the data requiring security to the point of these concerns, I don't think the $500 to $10,000 would even be any concern.