I am trying to install nuget package provider by using:

Find-PackageProvider -Name NuGet -ForceBootsrap -IncludeDependencies in combination with Invoke-command -session $mysession

But when running it from Invoke-command with session: I am getting the classic error with:

WARNING: Unable to download from URI 'https://go.microsoft.com/fwlink/
         ?LinkID=627338&clcid=0x409' to ''.
WARNING: Unable to download the list of available providers. Check your internet
         connection.

But if I am doing a RDP to my VM and running the same command is working, what is different when running with Invoke-Command?
User account using in session is administrator.

I tried already all configurations with tls12.
I am expecting:
Install nuget package provider with invoke-command