David works from home via VPN to the office. He's unable to view both screens from his office at his house. Leo says that he doesn't know of any VPN that allows for using multiple screens, and it could be a security issue.
The chatroom says that TeamViewer can do it, as does Remote Desktop in Windows 8/10. It may just be that Citrix Remote Desktop may not support it. But since RDP from Windows does, and it's based on Citrix, it could be a settings issue.