Old post, but had this issue and thought I'd give some insight. Turns out, no graphics card installed/onboard = no joy. Headless in this case means not only no monitor, but no graphics card either. You don't have to plug a monitor into the card, but one has to be in the machine for Connect Control to show a screen. So, those running headless saying they don't have an issue are either machines with onboard graphics, or a card inside.
Old post, but had this issue and thought I'd give some insight. Turns out, no graphics card installed/onboard = no joy. Headless in this case means not only no monitor, but no graphics card either. You don't have to plug a monitor into the card, but one has to be in the machine for Connect Control to show a screen. So, those running headless saying they don't have an issue are either machines with onboard graphics, or a card inside.