Now I know there’s going to people giving me multiple reasons as to why I shouldn’t be running Windows 11, but that’s not why I’m here! 
When I’m connected to my Windows 11 desktop via RDP, everything works great, hunky dory, all is well with the world… right up until I had to go into Settings for some reason. When I’m connected to the desktop via RDP I can’t open Settings. Control Panel still works as do all the other apps.
When I’m using the desktop normally, Settings open and it works as expected.
There’s nothing in the Event Logs to suggest what might be happening. I haven’t tried using the /console switch with MSTSC to see if that works, I’ll do that next time. I ran SFC /scannow which fixed some issues, but the Settings issue via RDP still remains.
Now I’m on a quest to find out if anyone else has experienced this behavior and if I’ve discovered yet another bug?