"Authorization Failed: N/A" when initiating RDP session from SPP

I tried adding a Windows server asset and its service account to a session request on SPP. After I downloaded and opened the RDP file, it loaded the SPS blue screen for a while before the "Authorization Failed: N/A" error occurred.
I tried connecting directly to SPS by creating a generic RDP traffic control, using inband connection, and I was able to access the Windows server through SPS. 
Why couldn't I connect to the Windows Server when initiating with SPP?

I haven't changed anything to the "safeguard_default" policy.
I created similar configurations with SSH connections on SPP and it worked fine.
Thanks.