Windows 10 1903 | Disconnected Remote Desktop Sessions cause heavy CPU load.

Its a display driver problem,
Do

gpedit.msc:
Local Computer Policy
Computer Configuration
Administrative Templates
Windows Components
Remote Desktop Service
Remote Desktop Session Host
Remote Session Environment
Use WDDM graphics display driver for Remote Desktop Connections
to DISABLED

Credits: https://answers.microsoft.com/en-us/windows/forum/all/dwmexe-high-cpu-one-core-on-target-system-after/dbce0938-60c5-4051-81ef-468e51d743ab