This is an unfortunate "known behavior" that you have encountered, and Microsoft hasn't yet given a perfect solution for it, but there is still a way to accomplish it. It takes some hoop-jumping.
In short: on the computer you want to connect to (the remote computer, aka host PC), you must temporarily convert your login to a local user account instead of a Microsoft Account. After setup you are free to convert it back to using a Microsoft Account login and RDP will keep working.
Here's the explicit detailed steps:
1) Go to Settings > Accounts > Your Info
2) Click "Sign in with a local account instead". Windows will show some warnings and suggest you don't do this, but do it anyway. During the process, make sure you set a local username **and local account password** (user accounts with no local password cannot use RDP or Network Sharing).
3) When done, restart your computer, and try to connect from another of your other machines using the local username & password you set in the earlier step (tou might need to supply the username in the format of remotePCname\username).
4) Once you've confirmed it works, go back to step 1 & 2, but this time click "Sign in with a Microsoft Account" and finish that process.
5) Continue using the local username/password to access via RDP.
If you still can't connect in step 3, here's a tip: open File Explorer and click "network" on the left side. If a yellow toolbar appears, click it and set your network to "Private" in the dialog that opens.
Please keep me posted with results.