Mac - Microsofft App - client - unable to change or save credentials - can't access default keychain

After "upgrading" to the latest Remote Desktop app on macOS -- now called "Windows App", you will not be able to save passwords as the app doesn't have access to your keychain for previously-stored passwords. 

To remedy this, expanding on what lawhonj said:

1. Open Keychain Access
2. Open the default keychain where your passwords are stored (usually called "login").
3. Search in the upper right for "com.microsoft.rdc.macos" -- this will show the stored password items.
4. For each item:
   1. Right click and select Get Info
   2. Click Access Control tab
   3. Click +
   4. Navigate to Applications and select Windows App
   5. Click Save Changes - this will require authentication.