On the remote machine, is it possible that another user might be logging in? If so, this could interfere with the session.

From UFT's help regarding Remote Connection:

Start the test and disconnect from the Remote Desktop connection
1.On the remote computer, start the test run.

2.On your local computer, close your Remote Desktop Connection session.

IMPORTANT: You must remain logged on to the computer running UFT.

The test run continues on the remote computer until completion.

**Note: For a UFT server that allows multiple users to log in with the same username/password: When a user initiates a test run and disconnects from RDP during the run, the run execution goes to the background and the user has no access to the execution when they log in again, because the test is executed in another session.**

Attached is the help section that explains the settings:
[link text][1]

[1]: /storage/temp/548-uft-help.pdf