Connection String requires AttachDbFilename property

I'm trying to use SQL Server **LocalDb** to store the database by connection string. During first connection to the database I have an error about connecting to the database. In SSMS it is opening. To fix it I need to add **AttachDbFilename** with full path to the **.mdf** file in connection string, despite that I already have **Initial Catalog** property. After first connection I can remove **AttachDbFilename** and then connecting will work also perfectly fine. Reproduces only on the Windows Server OS. On Windows 10 everything works fine. What can be the fix of this issue without adding **AttachDbFilename** during first connection?