When you try to load the game while in a Remote Play session, the game loads to the point where the menu is supposed to appear. That menu never appears, and the game quickly crashes with error code "CE-108264-1". It's not a very helpful code, since all Sony says about it is this: "An error occurred in the application."

If you were then to re-load the game while not in a Remote Play session, the game loads up just fine, but you will be notified about save data being reset due to corruption and "Global Resources Reset Resources failed to load previously".

Just a bit of a side note: I've tested this when installed on both the console storage and an external drive.