You can only connect to an active wayland session, it may be locked, but it must exist.
So - if you have no running session - then you cannot connect.
The autostart does not refer the system, it refers to your session.
- When you open a session, then the RDP service starts.
- When you sign off the session, the RDP service shuts down.
To put it simple, start the virtual machine and log on, only then you can start RDP.
I have been experimenting a lot with RDP for Plasma Wayland lately and I have not yet established a working solution where you can connect to the display manager (login screen) and create a new session.
Define your expectation please 
You cannot compare Windows and Linux - they are radically different.