How to prevent Windows LightSail RDP from going to sleep?

Can't the running application run in the background?
If we could run it in the background, it would be possible to keep it running even if the RDP session is out.

https://learn.microsoft.com/en-us/windows-server/administration/windows-commands/start

Your RDP connection is a remote session. When you close RDP client, the session is disconnected and will timeout.

You can configure your remote session not to timeout via Group Policy (gpedit.msc), i.e. Computer Configuration -> Policies -> Administrative Templates -> Windows Components -> Remote Desktop Services -> Remote Desktop Session Host -> Session Time Limits.

Change Set time limit for disconnected session and all the rest to Disabled.

It works for me on a Lightsail Windows 2022 instance.
I disconnected RDP session at 11:54am, and was able to connect back at 12:12 pm. As per below screenshot, the Group Policy settings are set to Disabled. Do verify your settings.