Cannot paste content to Windows Server VM?

Hi,

I try my two machines, Windows 2012 R2 and Windows 8.1, to connect my Windows 2012 R2 VM (Standard SKU).

But I found out I can't paste content form my local PC to that VM, the pasted content can only from that VM.

I use the RDP file downloaded from Azure portal, and check Resources/Clipboard, it's already checked.

Do I miss something?