Ah security, the balance between not allowing access at all and allowing too much access.
In Windows 10 Microsoft changed RDP’s defaults. They modified the default for “SecurityLayer” from 0 to 2. Even if you go into the user interface and disable: “Allow connections only from computers running Remote Desktop with Network Level Authentication (recommended)” Still doesn’t change that value to a 2.
Simple fix:
Source: https://digitaljive.wordpress.com/2015/07/21/fix-windows-10-the-connection-cannot-proceed-because-authentication-is-not-enabled/