Remote Desktop Connection Closes / Disappears silently soon after Connecting

I had a strange problem with my Windows 10 Remote Desktop connections over the last few days, soon after connecting the connection would simply disappear without any message or warning, this would happen typically under a minute after connecting to the remote machine – amusing, but quite frustrating if you wanted to get anything done!

I searched around and couldn’t find any mention of similar things happening to other folk, but there was some mention of cleaning out stale connection data, so I managed to make the problem go away by going to the Remote Desktop connection manager and deleting the ‘Saved Credentials’ from the connection. When I reconnected everything was fine and has remained so ever since!