There is a serious and very old (goes back years) problem with using Remote Desktop with SteamVR. Basically it won't work properly, your VR Headset display will not function correctly (in my case it...
I did. Don't use MSFT Remote Desktop! Use Google Chrome Desktop Sharing instead.
This is such a ridiculous problem, and it's been known about by many people basically since shortly after the Rift came out. Really sad that it's still there, without any apparent reliable fix/workaround.
So yeah, use the chrome extension instead and you're golden.