AD groups authentication doesn't work at the console of SQL Server 2017

I come up with this. A Domain admin windows user is able to login to a SQL Server 2017 instance from any client computer, but it can not login from the console of the server. TCP/IP and Shared memory protocols are enabled and the "Domain admins" group is added as well as a sysadmin. In order to login from the console I ended up adding the specific domain admin user to workaround the problem at the console but why the same windows user can login from outside the server but it can not do that at the console through AD groups?