I fear I'm going to regret asking this question, because I think I already know the answer, but...
I have two 2012 R2 DC servers hosting some VMs. Both hosts are on the domain.
Across the world, I have a non-domain joined Hyper-V host at the other end of a VPN connection.
I wanted to add the non-domain joined host to my two domain joined hosts so I could replicate off-site.
To test, I used my windows 10 machine and it worked like a charm.
When I went to my 2012 R2 DC hosts, the "connect as" option is not there.
From what I read, that option IS in 2012 R2, but by golly, it's not on my servers.
Do I need to go to 2016 for this? Well, I guess 2019 now, but you get my point.