Hello Nate Fuhriman,
As you mentioned that this issue started after enabling Security Defaults, it is the reason to trigger MFA for user for every sign-in.
The native RDP protocol doesn't allow interactive MFA prompts unless you're pre-authenticated
I suggest you to try to connect to your Azure VMs through the below url
https://rdweb.wvd.microsoft.com/arm/webclient
Please let us know if you are able to see your session.
If you don’t see your session listed, it means the AVD host pool isn’t assigned to you or is misconfigured.