Connecting to Ubuntu 26.04 LTS over RDP instantly fails

I'm attempting to connect to an Ubuntu 26.04 LTS server. It uses Microsoft's RD protocol. I can connect to it using Microsoft's RD Client for Windows (though it refuses to remember username/password - which is how I came across this software) without any issues.

When I attempt to connect using RDM though, it looks like it starts to come up but then it instantly closes the window and goes back to the info screen in RDM.