SSH Tunnel to localhost:3389 disconnects quickly

Question

I have a remote Windows PC PC1. Normally I would connect to this PC through VPN, of course this works perfectly.
Now what I'm trying to do is to make it a little bit easier for me to connect by opening a reverse tunnel to my VPS in the cloud.
Here's the steps I've taken:

1. Connect VPN, RDP to PC1
2. Run putty, open a reverse tunnel to my VPS. I ran putty from command line, so the parameter is -R 0.0.0.0:3389:localhost:3389
3. I disconnect VPN. RDP directly to MYVPS or MYVPS:3389
4. Connection would be seccessful but it drops after a few seconds or a few minutes.

However, if I run putty on PC1 but forward connection to PC2, like -R 0.0.0.0:3389:PC2:3389, it would work perfectly.

I'm thinking, maybe it's because the RDP service on the target machine PC1 would think that the connection comes from localhost as it's the putty program running on the localhost which actually makes the connection. Maybe RDP service dosen't allow or automatically disconnects connections from localhost? Am I right on this? or if there are any other explaination?