What exactly is the “Data Sharing service” in Windows Server 2016

Session 0 control has been disabled in Server 2016/Windows 10. This is meant as a security feature, but the exact reason is unknown.

However there are two possible workarounds, either by installing a driver, which restores the functionality, or by setting up TightVNC (or another distribution of VNC) to allow remote usage.

Both workarounds put the system at risk, if you want so. Using unsigned drivers allows installation of other unsigned drivers and VNC is unencrypted desktop transfer, althrough encrypted communication is available in some implementations.

Domain controllers don't have a local accounts database once they become domain controllers; the .\Administrator user doesn't really work in that case (except when in directory services restore mode, which you don't want).

Instead, you'll need to log in using a domain user with the appropriate authorization; that local Administrator user should have been converted to a domain user if this was the first domain controller in the domain.