I am experiencing the same thing. Given that this hasn't been answered in nearly a year doesn't bode well for me. I am considering installing elementaryOS 5.1 (hera) on a Dell server-class machine, to which I will want to RDP to so I can use the desktop environment. I installed the latest version of XRDP (v0.9.15), set the firewall to allow port 3389, added the xrdp user to the ssl-cert group, enabled xrdp, checked that it was running, and all I've gotten is the black screen.
Actually, if I let the screen sit for a few minutes, I receive an error message, which when I click on it, shows me an xorg logon screen, but none of the options there does any better than the black screen. Hmmm.