RDP is an unsuitable virtualisation technology and is specifically not recommended.
https://portal.blueprism.com/system/files/product/productpublic/4.2/Blu…
The reason for your error is that the desktop UI is destroyed when the RDP connection is closed. This does not stop the remote machine (or BP) from working, but any activity that requires the desktop UI, such as mouse clicks, keystrokes, activate or screenshots (ie surface automation) will not work. So if you have a process that does none of these things, it will work fine. The confusing thing is that when you reconnect RDP, the desktop is re-established, everything seems normal, and it's hard to see what the problem was. As a test try running a process that captures a screenshot - the resulting image will be entirely black because the desktop is not there.
In addition to it's inability to host a persistent desktop, RDP also does not offer much in the way of security or audit.
One possible work around is to use Login Agent to get your machines logged in, and run your processes without watching via RDP. This 'lights out' operating is how it should be in Production anyway.