Starting with Windows 11 22H2, Windows Defender Credential Guard is enabled by default. This will prevent you from using saved passwords when connecting to an RDP host. Use the following registry file to disable this setting on the client system connecting. You do not need to apply this to the host you are connecting to. 

[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa]
"LsaCfgFlags"=dword:00000000

[HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\DeviceGuard]
"LsaCfgFlags"=dword:00000000

You can also set this via Group Policy. Group Policy Path:
Computer Configuration > Administrative Templates > System > Device Guard