Problem with configuration a jenkins - the difference which I am not able to understand

I have configured a jenkins machine with two slave-agents. Each configuration is behaviour is different that's why I will describe my doubts into subquestions below:

Jenkins vs a dedicated server machine as a slave.

In that all works but only when I am logged to remote desktop agent server and window is not minimalized.

When I have a minimalized window then I got tha message :

The operation cannot be performed, because the desktop is invisible.

Please remind that on that machine any test works only when I have "Run ineractive session" atribute turn on

Jenkins vs my VDI as slave agent

I do no see any difference whatever value has parameter "Run interactive session".
When I am log off from my VDI then I get the following error in job log : 

Test runner exit code: 2.
The operation cannot be performed, because the user session is disconnected..
Errors occurred during the test execution.