I found your query as I had the same issue.
I eventually found an answer elsewhere. I'm replying here in the hope it helps others!
Thanks to Nagarajan S R over in Stack Overflow this cured the issue for me...:
Open gpedit.msc
Browse to Computer Configuration --> Administrative Templates --> Windows Components --> Remote Desktop Services --> Remote Desktop Session Host --> Session Time Limits.
Enable the "Set time limit for disconnected sessions" and set it to Never
[I didn't have to do this but here for completeness]
and change the Local Security Policy under Local Policies->Security Options-> Interactive logon: Do not require CTRL+ALT+Del" to Enabled, the problem disappears.