Zscaler cannot be started when connected by RDP

I’m connected by RDP to a desktop PC running Windows 10 Version 1909.
When I try to start "C:\Program Files (x86)\Zscaler\ZSATray\ZSATray.exe" the application closes immediately and the log file shows the error code ERR RPC exception code: 1722.

Is it possible to run the current zscaler version in a RDP session?
Running zscaler on this machine in a local session (no RDP) works fine.
Previous zscaler versions could be used while connected by RDP.

C:\ProgramData\Zscaler\ZSATray_2021-08-25-08-27-34.875058.log

2021-08-25 08:27:34.875058(+0200)[14240:18672] INF [LogMon] Log tag
2021-08-25 08:27:34.875058(+0200)[14240:1824] INF Timezone: W. Europe Daylight Time, Offset: 7200, Standard Name: W. Europe Standard Time, UTC Offset: 3600
2021-08-25 08:27:34.875058(+0200)[14240:18672] INF [LogMon] Logger monitor started
2021-08-25 08:27:35.031259(+0200)[14240:1824] INF ZSATray App Version: 3.4.0.124
2021-08-25 08:27:35.031259(+0200)[14240:1824] INF ZSATray SVN Revision: 277082
2021-08-25 08:27:35.031259(+0200)[14240:1824] INF COMMERCIAL BINARY
2021-08-25 08:27:35.031259(+0200)[14240:1824] INF Main service already running
2021-08-25 08:27:35.031259(+0200)[14240:1824] INF Custom operation: -shortcut
2021-08-25 08:27:35.031259(+0200)[14240:1824] INF Custom operation is shortcut
2021-08-25 08:27:35.031259(+0200)[14240:1824] ERR RPC exception code:  1722
2021-08-25 08:27:35.031259(+0200)[14240:1824] INF Shortcut operation failed