This is a Microsoft limitation. For details please see [MS-RDPELE] Appendix 2.
https://docs.microsoft.com/en-us/openspecs/windows_protocols/ms-rdpele/1040af38-c733-4fb3-acd1-8db8cc979eda
"<2> Section 2.2.2.1: Windows uses 2048-bit keys. Any client/server combinations that include Windows Server 2003 and Windows XP use 512-bit keys; for example, Windows XP as a client and Windows Server 2012 as a server, or Windows 8 as a client and Windows Server 2003 as a server."