Re-Login Microsoft Password in Remote Desktop (Azure)

Question

Hi Microsoft Team,

I'm working one of the organisation. In my organisation we use SAP software on daily basis. SAP run on AZURE Microsoft server. But from some days it is re-login microsoft password again and again before connecting to server. This type of problem facing 4 users out of 20 in the organisation. Before that we just click on remote desktop icon and it's automatically open server screen, but now it is not, After entering the password it getting connect to server. I have attached screen shot in this post, please look into this. I will be very thankful, if you solve this problem.

Thanks..

Suraj Bhardwaj