Why can I access my PC via remote desktop but not locally (with monitor, keyboard and mouse)?

[Microsoft Windows]

I set up a PC with Windows 10 Pro to get access to it via remote desktop. I use it to run highly-demanding models, so I decided to let it running the remote desktop server with no monitor, keyboard or mouse; just power and LAN.I frequently access to it via remote desktop client from my laptop to see the progress. However, I sometimes need to locally access to it, so I plug a monitor, keyboard and mouse. However, when plugging the monitor, it says "No Signal from PC". The PC is actually on, it is running the model, and I can still access via remote desktop. It seems that remote desktop disables

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