If you're already signed in, you've got access to your vault, so it's not too hard to get your password from that when doing your login for RDP. Then you can have it remember your account, or just use the password vault each time. On the plus there, then all your computers are then protected by this complex password instead of weaker passwords. Then you can use PIN, Hello, or security keys for easier sign in locally. Your account is still protected by your complex password, the alternative login methods are local only and have short guess attempts.

I haven't tried but I think these days you can actually authenticate RDP with a security key associated with the account.