I had this problem and did a reasonable amount of research on it. I found two good detours, but no real solution.
The first is to use something like Teamviewer or VNC instead of Microsoft Remote Desktop Support to connect and start Roon. There’s a limitation in the MS implementation of RDP/RDS such that it won’t use the real display drivers on the remote and instead uses some basic MS display driver for video that doesn’t support OpenGL 3.0, so Roon Client croaks.
The second detour is to uninstall Roon on the remote system and install Roon Server instead. Set Roon Server to restart automatically after a reboot. You can then run Roon Client from wherever you please (phone, PC, etc.), tell it the Core is on your remote system, and the use the Client to control Roon.
Good luck.