You need to enable the option "Show window contents while dragging" in Performance Options on both the RDS host and local PC:

Open the Start menu;
Right-click Computer (or "This PC") → Properties;
Click Advanced system settings;
Click Performance → Settings;
Enable "Show window contents while dragging" and press OK:

Yes I know where is this settings on Server but on host I have ThinOS 9.3.1129.

And when i close RDP session and run it again, setting change as before.