Hi David,
This article is about using Microsoft Defender for Endpoint: Microsoft Defender for Endpoint - Windows security | Microsoft Docs on Windows 10 multi session running on Windows Virtual Desktop. Among many other things, it includes and extends Defender Antivirus, offering a broad range of security capabilities beyond antimalware. You can obtain Microsoft Defender for Endpoint in various ways, in fact Azure Defender has an integrated license for Microsoft Defender for Endpoint (Windows only).
If you're interested in learning more about how Microsoft Defender Antivirus and Microsoft Defender for Endpoint work together, here's a great article: Why you should use Microsoft Defender Antivirus together with Microsoft Defender for Endpoint - Windows security | Microsoft Docs
Microsoft Antimalware for Azure provides an antivirus solution for servers running on Azure, and can either install (2008 R2, 2012 R2) AV or activate (2016 and above) the built-in AV (Defender Antivirus). This extension can activate Defender Antivirus and configure it in a "headless" way, that is in a default state with automatic updates.
To illustrate the extension model and purpose, there are 3rd party extensions available that offer similar functionality such as Install Symantec Endpoint Protection on a Windows VM in Azure - Azure Virtual Machines | Microsoft Docs