Hello,
When a user initiates an RDS session from a local machine, the RDS session inherits the user profile and credentials of the local user who initiated the session. This behavior applies to both Microsoft's native RDS and third-party solutions like Citrix.
This design has its roots in security and user isolation principles. Each user's RDS session is intended to be a separate, isolated environment, and it's consistent with the way the Windows operating system handles user profiles.
My recommendation would be to use the "RUNAS" commandline to open RDS as a different user, or instead create a batch file for the simplicity of the user to not execute commandline each time.
Reference for RUNAS: https://learn.microsoft.com/en-us/previous-versions/windows/it-pro/windows-server-2012-r2-and-2012/cc771525(v=ws.11)
Hope this resolves your Query !!
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