In support we have seen a number of cases described along the lines of “Forms opens on remote desktop client but not on local AX client.”
Or “Dialog boxes fail to open.“ Historically we have found that the forms that fail to open are not out of the box forms. Instead they are USR or ISV layer objects.
On server operating systems this is not turned on by default.
You can find this setting by right clicking on Computer -> Properties -> Advanced system settings -> Performance -> Settings.