Why do some Gnome "Authentication Required" work and some do not?

[HubKing]

It is Ubuntu 22.04. When GUI apps need privilege, it shows a pop-up that says "Authentication Required". Whatever the app is, that pop-up always looks the same. The weird thing is when I am using Linux over XRDP, for some apps that pop-up works and for some other apps, it does not.

For example, In Ubuntu's Update settings, if I try to change the server, it shows the pop-up fine (screenshot 1 below). However, if I install the nautilus-admin and right-click a directory in the Files (Nautilus), and select "Open as Administrator", it fails to open the pop-up and opens the home directory instead, saying "Something went wrong" (screenshot 2 below). If I do that locally, it shows the same pop-up as the screenshot 1 below. Also, Settings->Users->Unlock shows the pop-up when I click it locally, but not when I do it over XRDP.

If every app failed to show that pop-up, I would have thought that polkit is not working or something, but I just do not get why the same-looking pop-up works for some apps and does not for other apps. Is there a fix?