I had observed this issue previously and never realized it was related to Duo RDP. I know now that it is because this issue had gone away with a new installation and started again after installing Duo RDP. What happens is that when the screen locks after, say, 5 minutes of not being used, when I go back to try to log in again, instead of seeing the username and password prompt, I see a blurry lock screen with nothing except the power and accessibility icons at the bottom right. There is no way to make the username box appear. Is there an option in Windows that I can change to stop this happening? This only happens with Duo RDP installed.
See Duo Authentication for Windows Logon and RDP: FAQ | Duo Security for a resolution, I can verify that it fixes this issue even if you were already able to log in with a Microsoft account.