Server 2019 auto-locks when idling even over RDP, how to prevent?

In 2016, the monitor timed out and required a password at the actual computer. But when using remote desktop, the screen never idled off for as long as the connection was open. But in 2019 while I am sitting at my desktop with an RDP window open to the server on a second monitor, it will blank out after a couple minutes and show a password.

Is there any way to prevent it from idling off under an RDP connection, while still keeping that behaviour when actually at the server? As in, how it worked for me out of the box in 2016.

Thanks