Loose connection to remote system starting exe-file as administrator

When starting an exe-file on the remote system as administrator (right-click on exe-file - open as administrator), the connection to the remote system is lost and the following message is displayed: — see screenshot.

Translation:

the screen of your connection partner is no longer accessible.
a program that requires extended rights has probably been executed. please wait until your partner has agreed to this.

Wwe only have this problem with individual users. there is no such problem with other users.

What could be the reason for that issue ?

Regards, Stefanie