I’ve been uninstalling KB2592687 as I’ve found it doesn’t let the RDP connection to remember which ones have rdgateway settings and which ones do not.
To remove it, go into programs and features, then into “installed updates”. Then scroll down in the Windows section and find KB2592687. Click on it and it will ask you if you want to remove the update. Approve it and it will uninstall and then prompt for a reboot.