Can't RDP into a laptop when it's connected to a VPN

[PlayWithFire]

When I work from home, my work laptop is sitting on the same desk as my personal computer (desktop).
I can easily RDP from the desktop to the laptop to take advantage of my multiple monitors, as well as the better keyboard and mouse.
However, when I connect to my work's VPN, RDP stops working.

Any ideas on how to troubleshoot this issue?