I saw this question from a customer on a forum I read quite often:

I've been meaning to check out the System Center Essentials package for a while now, I finally found time to setup a VM get it installed recently.

After I installed it, I applied all available updates via Microsoft Update (I update the server and my laptop with the newest round of updates). I can launch the console from the VM fine. However when I try to open the console from my Windows 7 machine I get the following error:
The underlying connection was closed: an unexpected error occurred on send.

Well, that’s pretty generic, and you won’t likely come up with an answer to the problem on any search engine. If you take a look at the error details though, you might see something like this at the top:

Application: System Center Essentials
Application Version: 6.0.1885.0
Severity: Error
Message: Error connecting to Update server 'XXXXXX'
System.Net.WebException: The underlying connection was closed: An unexpected error occurred on a send. ---> System.IO.IOException: Authentication failed because the remote party has closed the transport stream.
at System.Net.Security.SslState.StartReadFrame(Byte[] buffer, Int32 readBytes, AsyncProtocolRequest asyncRequest)
at System.Net.Security.SslState.StartReceiveBlob(Byte[] buffer, AsyncProtocolRequest asyncRequest)
at System.Net.Security.SslState.ForceAuthentication(Boolean receiveFirst, Byte[] buffer, AsyncProtocolRequest asyncRequest)
at System.Net.Security.SslState.ProcessAuthentication(LazyAsyncResult lazyResult)

So what’s going on here is that there’s an SSL certificate issue. Essentially, what happened in this case was the SCE server in a VM was in its own private domain, and the user was trying to connect to it from a machine outside that domain. WSUS needs to connect via SSL, but couldn’t find a usable certificate and failed.

Given that, there is a Technet article

How to Install a Remote System Center Essentials Console

Which describes how to create and set up certificates for use. So the user ran the Feature Configuration Wizard in on the Server’s SCE Console, followed the directions to use the newly created certificate on his Remote console, and voila!