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's solid teal until I reboot and access it without using RDP), and also the Oculus app will be unable to access the Oculus Services that it requires, and will fail to run.
What appears to be happening is that while RD is in fact logging into the correct (and only, in my case) user session, some part of it behind the scenes is logging in as "unknown user". On occasion I have even glimpsed this username being logged-in-as briefly before connection completes. This causes the Oculus and SteamVR services to fail in some places and just generally causes havoc with VR.
I have a dedicated laptop that runs in another room, which I use for VR. I access it remotely from a computer in my play room, to keep its heat and noise away from me. It is extremely frustrating to have to physically walk to the other room and launch things from the machine locally, then come back to my room, and go back & forth every time I need to touch anything within Steam/Oculus app.
Oculus very clearly disclaims any responsibility for this issue and points the finger at MSFT, so I'm hoping you guys can look into and address this issue. VR users the world over, will appreciate it.