With the release of the March 2018 Security bulletin, it causes some changes. When you try to connect to updated VMs, you probably get error like below.
[Window Title] Remote Desktop Connection [Content] An authentication error has occurred. The function requested is not supported Remote computer: 126.96.36.199 This could be due to CredSSP encryption oracle remediation. For more information, see https://go.microsoft.com/fwlink/?linkid=866660 [OK]
Refer to Unable to RDP to Virtual Machine: CredSSP Encryption Oracle Remediation – Azure Virtual Machines to know detail. In this article, I will describe how to solve this issue simply.
Execute gpedit.msc and go to Computer Configuration / Administrative Templates / System / Credentials Delegation like below.
Change Encryption Oracle Remediation policy to Enabled, and Protection Level to Vulnerable like below.