Unable to RDP from Windows 10 to Debian 10

I have a Vultr VPS running Debian 10. It's a newly created instance with no firewall. I have installed xfce and xrdp but I am unable to connect to this machine from Windows 10 PC via RDP.

First I installed xfce:
apt install xfce4 xfce4-goodies xorg dbus-x11 x11-xserver-utils

Then I installed xrdp:
apt install xrdp

Checking xrdp status shows:

root@vultr:~# systemctl status xrdp
● xrdp.service - xrdp daemon
   Loaded: loaded (/lib/systemd/system/xrdp.service; enabled; vendor preset: enabled)
   Active: active (running) since Tue 2021-09-07 10:36:13 UTC; 17min ago
     Docs: man:xrdp(8)
           man:xrdp.ini(5)
  Process: 2112 ExecStartPre=/bin/sh /usr/share/xrdp/socksetup (code=exited, status=0/SUCCESS)
  Process: 2120 ExecStart=/usr/sbin/xrdp $XRDP_OPTIONS (code=exited, status=0/SUCCESS)
 Main PID: 2121 (xrdp)
    Tasks: 1 (limit: 1137)
   Memory: 1020.0K
   CGroup: /system.slice/xrdp.service
           └─2121 /usr/sbin/xrdp

Sep 07 10:36:12 vultr.guest systemd[1]: Starting xrdp daemon...
Sep 07 10:36:12 vultr.guest xrdp[2120]: (2120)(140273561200448)[DEBUG] Testing if xrdp can listen on 0.0.0.0 port 3389.
Sep 07 10:36:12 vultr.guest xrdp[2120]: (2120)(140273561200448)[DEBUG] Closed socket 7 (AF_INET6 :: port 3389)
Sep 07 10:36:12 vultr.guest systemd[1]: xrdp.service: Can't open PID file /run/xrdp/xrdp.pid (yet?) after start: No such file or directory
Sep 07 10:36:13 vultr.guest systemd[1]: Started xrdp daemon.
Sep 07 10:36:14 vultr.guest xrdp[2121]: (2121)(140273561200448)[INFO ] starting xrdp with pid 2121
Sep 07 10:36:14 vultr.guest xrdp[2121]: (2121)(140273561200448)[INFO ] listening to port 3389 on 0.0.0.0

And after that when I connect from Windows 10 then I get error:

What am I doing wrong?