Welcome to the Microsoft Q&A Platform and thank you for posting your question!
Based on your description, the behavior is similar to device redirection in RDP, where redirected hardware (e.g a mouse) can end up being handled by the console session instead of the remote session. To prevent this, I suggest you can disable Plug and Play device redirection by following the steps below.
Disable Plug and Play Device Redirection
1.Open Local or Domain Group Policy Editor (gpedit.msc or gpmc.msc)
2.Navigate to Computer Configuration → Administrative Templates → Windows Components → Remote Desktop Services → Remote Desktop Connection Client → RemoteFX USB Device Redirection
3.Locate Do not allow supported Plug and Play device redirection
4.Set it to Enabled
5.On both client and server, run gpupdate /force and restart both machines
This ensures that supported Plug and Play devices, including certain USB mice and other peripherals. It will not be redirected into the remote session, reducing the risk of them defaulting to the console instead.
If the issue persists, you can check if other redirection policies (e.g USB or RemoteFX device redirection) are enabled and disable them as needed for your environment.
Please let me know how it goes. Wishing you a successful resolution and a great day!