Why is my Connection from the Management Console to a Client lost when I restart the Client?

Why is my Connection from the Management Console to a Client lost when I restart the Client?

I have a Client in my DMZ (so untrusted domain), that I want to restart the ConfigMgr Client on.

I’ve loaded the Out of Band (OOB), Management Console in ConfigMgr and established a Serial Over LAN (SOL), connection between the Client and the OOB management console.

However, if I try restarting the Client using the Boot from local hard drive option, once the Client has restarted, why is the SOL connection between the Client and the management console lost?