RDP password is not saved after reboot. User must enter password every time RDP session is started.
Microsoft discontinued the feature which allows the password to be saved on the client for security reasons. Older versions supported this but it was removed on CE 4.0. The following link/article describes the limitation.
Partial text from the link above (6-1-04):
Microsoft Windows CE .NET 4.2
Remote Desktop Protocol (RDP) no longer saves passwords on the device. This is different from the behavior of RDP on Windows-based desktop platforms that save the passwords in protected user profiles. Not saving passwords on the device prevents unauthorized user access by anyone who breaks the password protection.
Edit the registry on the client to ENABLE password saving. This will allow the CLI CE thin client to "remember" the USER ID and PASSWORD. This is useful if the same user will always login to the device.
-Using Device Manager Edit the registry of the CLI CE thin client
HKLM\SOFTWARE\POLICIES\MICROSOFT\WINDOWS NT\TERMINAL SERVICES\Disable PasswordSaving REG_DWORD = 0
-Add a new RDP connection
-Reboot to commit the changes
-When you run RDP session for the first time, you will see a checkbox now on the Authentication screen to "Remember my password". In this way the thin client OS will remember that user always and quickly login to Terminal Server.
-Reset the device to defaults, or delete that "users" RDP configuration, add a new RDP connection to the client...if you need to remove the above user changes.
If all users hitting this server do not need to authenticate, then the server could be configured to bypass user logon.