After research, I found below setting can prevent the self-signed certificate generation. But it will generate 1057 error in your system event log. If you do not mind this, you can have a try.
Open Regisrtry Editor > HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Terminal Server\WinStations > set the value of "SelfSignedCertStore" to "NUL"
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