Troubleshoot Azure RDP Connection Issue

I'm seeking assistance to resolve an issue with accessing the MIKE license on Azure via Remote Desktop. Despite successfully logging in and downloading the RDP file, I'm encountering a message stating that the remote desktop can't be connected. I've confirmed that there are no issues on the server end and that remote desktop is enabled on my Windows system.

Key Requirements:
- Expertise in troubleshooting Remote Desktop Connection issues on Windows
- Familiarity with Azure and its remote access configurations
- Ability to diagnose and resolve network or configuration issues affecting RDP

Ideal Skills and Experience:
- Strong understanding of Windows operating systems and built-in Remote Desktop Connection
- Experience with Azure platform and remote desktop services
- Problem-solving skills to identify and fix connectivity issues

If you have the expertise to help me resolve this persistent problem, I would appreciate your guidance.