Comment 2 for bug 1882258

Found finally a solution:

https://help.ubuntu.com/community/xrdp

I propose to add this to the package to be able to solve it.

This part was the Key:
 Next, create a polkit configuration file:

sudo nano /etc/polkit-1/localauthority.conf.d/02-allow-colord.conf

and input inside it:

polkit.addRule(function(action, subject) {
if ((action.id == “org.freedesktop.color-manager.create-device” || action.id == “org.freedesktop.color-manager.create-profile” || action.id == “org.freedesktop.color-manager.delete-device” || action.id == “org.freedesktop.color-manager.delete-profile” || action.id == “org.freedesktop.color-manager.modify-device” || action.id == “org.freedesktop.color-manager.modify-profile”) && subject.isInGroup(“{group}”))
{
return polkit.Result.YES;
}
});

Finally, restart xrdp and you should be able to connect:

sudo /etc/init.d/xrdp restart