Text expansions in Windows Remote Desktop always lowercase/unshifted

I rely heavily on the text expansion feature, and have not had any issues - until now. I recently started a project that runs in Windows, so I use Microsoft Remote Desktop to connect to the Windows machine. That works great, and allows me to mostly stay in a Mac environment. But when I try to use a text expansion, the typed keys come out as all lowercase. And it's not just A-Z; any character with a Shift will be typed as the unshifted version: for example, "_" comes out as "-", and "$" comes out as "4".
Is there a setting that affects this? Or is this a known limitation?