C# AxMSTSCLib.AxMsTscAxNotSafeForScripting.connect() succeeds but doesn't show remote VM

I am creating a windows application in C#. I have a form, added rdp control and trying to show VM in the form. I am using AxMSTSCLib.AxMsTscAxNotSafeForScripting to programmatically open a remote VM. The call to connect() executes without any error but VM is not showing up. Am I missing anything? Below is the code:

AxMSTSCLib.AxMsTscAxNotSafeForScripting rdpClient;

rdpClient.Server = "IP address";    

rdpClient.UserName = @"builtin\Username";

MSTSCLib.IMsTscNonScriptable secured = MSTSCLib.IMsTscNonScriptable)rdpClient.GetOcx();

secured.ClearTextPassword = "Password";

rdpClient.Visible = true;

rdpClient.Connect();

rdpClient.Show();

I expect to see the remote VM in the windows form.