I use Hyper-V on both my home and work machines for testing things. My work pc recently stopped connecting when I hit right-click and “Connect” on the Hyper-V Console, whilst my home PC continued to work. Looking under Task Manager there was a Virtual Machine Connection session running but it was not accessible. Running VMConnect.exe from C:\Windows\System32 worked fine as a work-around.
After some investigation this appears to be due to Symantec Endpoint Protection which my Work PC runs. There is a Symantec KB article here . I found creating an exception for the vmconnect.exe process did not work, however, updating to the latest SEP Client did work and in doing so the Connect option worked with the window appearing as expected.