Clicking 'Cancel' has no effect, but you can click the X and close it. It never gets beyond this point, though at least this application can be closed without needing to end it in Task Manager. It reports 'Configuring remote session' and the five dots march across the screen indefinitely. I'm prompted for credentials, I enter my domain credentials, and click 'Connect'. Launch Remote Desktop, type the destination machine name, and click connect. It doesn't work with any other OS, server or PC. But here's the strange thing: it works with the few remaining Server 2003 R2 servers (I know, I know. I've tried reducing the quality settings, turned off things like sound, clipboard, printer sharing, etc. just sits there doing nothing until I kill it. It never goes to 'Not responding' (though I can force it to from Task Manager). The dialog box then turns grey, as if it's trying to connect, and stays that way indefinitely.
I launch Remote Desktop Connection, enter the client name (typically a server), then enter my domain credentials and click 'Connect'. I've tired both the 'legacy' Remote Desktop Connection application and the Remote Desktop app from the Windows Store.
I've encountered a major problem - a 'hard stop' - that's got me considering rolling back to Windows 7 on my work notebook.