Symptoms
This issue may occur if you disable the "Restrict Remote Desktop Services users to a single Remote Desktop Services session" policy and log on to multiple remote desktop sessions that are connected to the same Windows Server 2012 R2 RDS server.
Resolution
To fix this issue, install May 2016 update rollup for Windows RT 8.1, Windows 8.1, and Windows Server 2012 R2.
Status
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
References
Learn about the terminology that Microsoft uses to describe software updates.