RDP sets the resource to a terminal session, rather than a desktop session. From the moment you remotely connect via this method, the resource will locally display a lock screen, and Login Agent will be unable to interact with it.
The two options to get around this (in order of ease) are:
1) Change how you remotely connect to the device (I highly recommend using TeamViewer)
2) Use tscon to return the session to the desktop (IE: start """" tscon 1 /dest:console ). Note that the 1 is the session number, and this can go up depending on the number of times people have been connecting to the system. This will need elevated privleges.
For the latter, I've got a batch file that triggers on RDP disconnect, but we only use it as a last-resort. (See attached.)