We had the same problem with RDP. A workaround we used was to open another remote desktop session to connect to the same server:
- You connect to
server
with RD.
- From RD of step 1, you connect to
server
once again.
This way the 2nd session will be still "active" when you minimize or even disconnect your first RD session. Of course your Remote Desktop server has to support multiple connections from the same user.