You may have a weird local username on your AzureAd Joined Windows 10 Pro device

dsregcmd.exe /status
... snippage
Executing Account Name : AzureAD\RupertShocking_xvj0pkur, rupert@example.com
... snippage

whoami /UPN
rupert@example.com

The secret is the format AzureAD\rupert@example.com where rupert@example.com is your Azure / Microsoft 365 login user.

Also you will have to modify the RDP settings on the Windows 10 Pro computer you are connecting to and disable Network Location Authentication (NLA)

Here is a snippet I added as an intune script which did the trick

Set-ItemProperty -Path "HKLM:\SYSTEM\CurrentControlSet\Control\Terminal Server\WinStations\RDP-Tcp" -Name SecurityLayer -Value 0 -ErrorAction SilentlyContinue

Set-ItemProperty -Path "HKLM:\SYSTEM\CurrentControlSet\Control\Terminal Server\WinStations\RDP-Tcp" -Name UserAuthentication -Value 0 -ErrorAction SilentlyContinue