An Azure service that is used to provision Windows and Linux virtual machines.
I figured out what the "issue" is. It's the setting within system properties / Remote Desktop. "Allow connections only from computers running Remote Desktop with Network Level Authentication (recommended)"
I created a VM on Azure, using Microsoft Server 2019, and tried to connect to it from a Microsoft Windows 10 Pro system, using Microsoft Remote Desktop Client... And I cannot connect.
I got a friend to connect to the server using his Mac computer, and was able to do so easily, then turn off that setting for me, so I can connect.
Frankly, I think it's a little pathetic and embarrassing I had to resort to someone with a Mac to get my Windows products and services to work. You can do better Microsoft!
** Edit, experienced the same thing setting up a VM at AWS EC2. Could not connect using Windows 10 remote desktop. No issue connecting via an RDP client I have installed on my Android device though. Why is it an Android phone can get through NLA, but my Windows 10 Pro desktop cannot?