Digging in a bit, this pixel format creation fails, and fails the rest of the process.

Like the title says, there is no issue whatsoever if I run the same code on my home PC, its just when running over remote desktop that window creation fails.
Bummer. Creating OpenGL context is not supported via Remote Desktop. There is nothing that ImGui can do with that.
As a workaround you may:
Closing as answered.
Not sure there's something we can do on our side, if you think there is let us know.
Most helpful comment
Bummer. Creating OpenGL context is not supported via Remote Desktop. There is nothing that ImGui can do with that.
As a workaround you may: