Hi Abhishek,
Check the Orchestrator FAQ page:
The job is actually started by the UiRobot service which is running on the remote machine. Orchestrator only informs that service that it should start a job for a given process and under a the credentials specified in the provisioned robot.
If there is already a user session for the provisioned user, the robot will just use that one. Then, after you close the RDP connection, the session is terminated. So the robot execution will crush.
You should start the process from Orchestrator without having a RDP connection to the robot machine.
Here is another thread on a similar topic: UiRobot run in Remote desktop
Regards
Silviu