I found on the Windows computer, I needed to go launch "Remote Desktop" and do the following:
When the Remote Desktop Connection screen opens, click on Options and then the Local Resources tab (right). In the Keyboard section, click the drop down menu arrow and select “On the local computer”. Then click on the General tab, followed by Save As.. and save your settings as “Default.rdp”. This will fix the “sticky keys” issue for both REMOTE DESKTOP and the Remote Desktop - RDP application.