Remote Desktop - user account environment settings are ignored at logon

I recently purchased a Dell T130 server with Windows Server 2016 Standard, and installed the Remote Desktop Services role on the server.  I set up a new user, checked the "Start the following program at logon" option on the environment tab of the user account, and entered the program file name and start in path.  However, when the user logs into the server via the RDP/RDS client, the environment settings are ignored.  The program does not start, and the session logs the user onto a desktop, which I don't want.

Here are some things I tried which haven't helped...

1. Made the user a member of the "administrators" group.
2. Added my application to the published remote apps list
3. Enabled the "Allow remote start of unlisted programs" in the Computer Configuration/Administrative Templates/Windows Components/Remote Desktop Services/Remote Desktop Session Host/Connections group policy
4. Disabled the "Always show desktop on connection" in the Computer Configuration/Administrative Templates/Windows Components/Remote Desktop Services/Remote Desktop Session Host/Remote Session Environment group policy
5. Installed the "Windows Server Essentials Experience" on the server
6. Logged onto the server with a local user instead of a domain user
7. Uninstalled Remote Desktop Services roles and reinstalled them

How do I get Windows Server 2016 to launch the program configured on the environment tab of the user account when the user logs on to a Remote Desktop session?