As you exit the Windows Remote Desktop session the user is logged out of Windows and back to the logon screen awaiting the next logon session. As user is logged out of Windows all the NVIDIA services required for GameStream are terminated, thus resulting in GameStream failure. This behavior seems to be unique to Windows Desktop Remote Connection, and does not occur when using other RDP clients like TeamViewer or Chrome Remote Desktop.
If you are running into this problem the simple solution is to restart the host PC. This will reactivate all the NVIDIA services required for GameStream. In order to prevent this failure from occuring consider using an alternative RDP client, like TeamViewer or Chrome Remote Desktop. If you must use Windows Remote Desktop Connection then make sure to restart the host PC after each session, or remain in the session during GameStream. Note that remaining in the remote session may impact GameStream performance.