Unattended Robot failed to run when Windows is locked

The unattended robot is running on the UiPath Assistance and the Orchestrator is at cloud.uipath.com
The unattended robot runs successfully when the Windows stays active. But it failed to run the same task when the Windows is locked. I notice the robot could not login to Windows when the task is started. But when I manually login to Windows, I would see the task open an internet browser and stopped there. (the task should auto-fill in user & password & sign-in and collect information).
The license is a Community Plan, Login To Console from Robot settings is set to Yes.
What else should I check or miss configure?