Hi,
We also have that same trouble here currently, using Big-IP 13.1.0 and Remote Desktop on a set of 2019 Servers. We can easily create the Virtual Server/Pool/Node setup and then, we can successfully use the Remote Desktop Environment, either by using the HTML5 client or a RDP client.
However, when we create an Application Security Policy (Brand new simple policy, setup as transparent) and apply it the the virtual server, connection immediatly stops working. As it is non-blocking, this should in theory work perfectly fine.
There seems to be an issue with code injection in the HTTPS traffic as described in these posts:
https://devcentral.f5.com/questions/do-anyone-know-which-feature-in-asm-module-inject-these-scripts-and-how-to-change-it-
https://devcentral.f5.com/questions/how-transparent-is-transparent-mode-in-asm
My first guess looks like that Remote Desktop detects the changes and starts refusing the packets because they are altered. I did go around the system and deactivate all the features mentionned in those posts (Most of them where already off, there was one on but I can't remember which one) but none changed the end result.