`rdprsp` file launches RStudio Desktop Pro, but doesn't connect to remote session

From RStudio Workbench (on a server), I have a session that I would like to open from RStudio Desktop Pro.

From workbench, I click the "Open session in RStudio Desktop Pro" button, and it downloads a R Session_session.rdprsp file.

Opening this file does launch RStudio Desktop Pro, but it's not connected to the session. Is there more configuring I need to do to make this work?