Do I have to install the certificate in a machine that access remotely to an encrypted SQL server?

Hello,

I have configured my SQL server with an encryption certificate that works as it is enable when connecting locally. When I access remotely to that server from a VM, it grants me access and tells that connection is encrypted with the mentioned certificate, but I haven't install that certificate in the VM. Does it make sense? I think that to encrypt the connection there must be the certificate at both endpoints. Is it happening because the VM is taken as the same machine?

Note: SQL server is running locally in a VM instance, and remotely access is being performed from another VM instance through a virtual private network.

Thanks in advance.