Shared folders (AKA "Mac Files") Not available when connecting to VM via RDP

I have a Windows 11 ARM VM running on Parallels Desktop (20.4.1) on my MacBook M4.
The VM is set up to use Bridged Networking
When I access the VM from Parallels on the M4 I can see the shared Mac folders and I have a "Mac Files" shortcut on the desktop.
But.. If I use Remote Desktop to access the VM from a separate computer on the network, the "Mac Files" shortcut is not present, and the mapped drives are no longer listed in Windows Explorer. I see the desktop, everything else seems to be OK, I just can't access those shared resources.
I've reinstalled the Parallels Tools, and rebooted everything, but that made no difference.

What do I need to do to keep those shared resources when I'm connected with RDP?
Thanks.

 

try to map a network drive