RDP Gateway not working successfully in PAM 4.2.1

Products

• CA Privileged Access Manager (PAM)

Issue/Introduction

Privileged Access Management (PAM) Admin is attempting to use the new feature of RDP Gateway.  

When attempting to use it, they get the following error:

RDP Connection Terminated with error code: 0x1543

Cause

Using an old RDP Client

Resolution

RDP app was downloaded from here:

https://apps.microsoft.com/detail/9wzdncrfj3ps?hl=en-US&gl=US

The description states:

We're no longer updating the Microsoft Remote Desktop app for Windows with new features.

When we switched, the default app to open our RDP file, with the Windows built-in Remote Desktop Connection (%windir%\system32\mstsc.exe) everything worked.