I consider that this is default behavior and limitation to Microsoft Remote Desktop.
This is due to how RDP works. It creates a virtualized desktop version of the host machine that only uses software OpenGL which doesn't use the same extensions required when running in hardware mode.
Please refer to the information below:
“Remote Desktop (RDP) does not support OpenGL on client machines higher than 1.1.”
there are some thread for your reference.
OpenGL and Remote Desktop
OpenGL and Windows Remote don't play along nicely.
Problem: Unable to start CityEngine via remote desktop connection because of OpenGL error
So I consider that maybe switching to a remote software might be an option.
Hope this helps and please help to accept as Answer if the response is useful.