Windows App

Microsoft has been promising to update Microsoft Remote Desktop for MacOS for years. It is finally here and renamed Windows App. But changing the name of an application has security implications in OS X. If you can't save you updated connection information after the update then you need to make some changes in the keychain.
Firstly kudos for this goes to Andy Little (https://learn.microsoft.com/en-us/answers/questions/2110008/cant-save-credentials-in-macos-version-of-windows):

  1. Open Keychain Access
  2. Open the default keychain where your passwords are stored (usually called "login").
  3. Search in the upper right for "com.microsoft.rdc.macos" -- this will show the stored password items.
  4. For each item:
    1. Right click and select Get Info
    2. Click Access Control tab
    3. Click +
    4. Navigate to Applications and select Windows App
    5. Click Save Changes - this will require authentication.

Naturally if your list of machines is full of extra entries only do the ones you expect to change and save the instructions some where.