Is the system in question a VM? If so, tell them that's your justification. The policies that they're currently denying only prevent access to a physical machine. If you're accessing it remotely, you've already used the credentials and agreed to any policy statements. On disconnect, there isn't a user to prompt those to.
Ctrl+Alt+Del: This one is pretty major. If the bot locks, there's no way back from this.
Do not display lock screen: You don't actually need this one - it just makes it easier. If they reject this, it isn't an issue.
Message text for users attempting to log on: Also pretty major. Same problem as having Ctrl+Alt+Del enabled.
The only way around this would be to write your own GINA and deploy that, with a service running as the system user interacting with the logon session. However, I'm fairly certain that the installation/deployment of this would also be denied.