'linux rdp to EC2 windows machine - error "lost connection to the RDP server"

I created a simple EC2 instance (windows 2016), and without security group (all traffic allowed), and got public IP and DNS (created by the VPC).

Then I downloaded the rdp file from the EC2 in order to remote connect to the EC2, and got "lost connection to the RDP server...".

I use my linux (fedora) machine, and use remmina to remote connect.

I'm new with AWS, am I missing something that I need to do before I connect?

P.S. I don't have IAM role, and also I didn't use the .pem file I downloaded - I don't know if it's related.

rdp

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