Running Database Integrity in RDP session fails

A customer still on v6 is ready to upgrade and we are running the integrity check.  We access their system via RDP and if we exit (not shut down, using the 'X') we get a message that it will keep running.  When we return, not only has the integrity check "vanished", but AccPac has closed out.

Is this a known issue with the software or is it likely due to some setting(s) in the customer's RDP setup?

TIA