Remote Desktop Services deployment does not exist

When you are on the server and want to list active session using Get-RDUserSession command, you can see an error telling you that your have no RDS installed (even on RDS session broker), like the one below:

Don't be fooled by this - it shows only because you don't have enough privileges. Just run Powershell session as an administrator and bam! You can see desired list.

BTW: My small advice here - if you see PS errors, but you're sure, that cmd-let should work, check it with elevated privileges.