Since it's been over a year and no one else seems to want to weigh in on this issue, I'd like to add my own findings in this reasoning. It has to do with the way that Windows handles it's own Remote Desktop connections. They do a lot more tunneling, hosting what would be a 'virtual' session, so you're not actually logged in to the computer as you are through apps like Chrome Remote Desktop/TeamViewer.
I'm gonna take a guess (as I haven't done too much research into this topic and am by no means a Windows IT expert) that this 'virtual' session has it's own device management that is separated from what's physically connected to the PC. Which is quite unfortunate, as I feel that that must be possible for Windows to offer up to their remote connections securely, but it seems they left it out of their design decisions.
I have been fighting with this issue for months. I believe you are 100% correct and that has been my observation as well, that when connecting over RDP you are somehow in some kind of "sub session" that is not actually the same "user" and therefore some apps won't work correctly, most notably Oculus and Steam. It's infuriating! I can't use TeamViewer because it prevents the machine from ever going to sleep if it's installed (even if not active). I'll give Chrome RD a try though, appreciate the suggestion.