In Virtual Machines, choosing "Disconnect" can lock the screen while keeping the user logged in; this causes Interactive actions to fail, since the screen can no longer interact with the Robot.

Closing the VM window without signing out usually behaves the same way as disconnecting in this respect.

Consider signing out the user as you would in a local machine, through Start > User icon > Sign Out; this should allow the Robot to login independently (auto-login) and run the Process as expected.