Hello there,
Please check the System event in Event Viewer to confirm if there is any related event has been logged.
This issue occurs because you try to start an application that relies on the Explorer.exe file. By design, the TS RemoteApp session implements limited functionality. For example, the TS RemoteApp session does not process the following items:
The Run registry entry
The RunOnce registry entry
The startup applications
Try running the startup applications as a part of a user's logon setting.
An application does not start in a Windows Server Terminal Services RemoteApp session https://learn.microsoft.com/en-us/troubleshoot/windows-server/remote/application-not-start-in-remoteapp-session
Hope this resolves your Query !!
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