It's normal, bridge acts as if the virtual computer were attached to the network like any other so you can see it directly. In NAT mode, The VirtualBox controller acts as if it were a NAT router with the virtual machine on the LAN side and the host on the WAN side, so the guest can see the host but the host can't see the guest.
To allow any such program like remote control, you must do a port forwarding in VirtualBox "router" to enable that port. In the configuration, network tab, under the advanced settings there is a button that lets you configure port forwarding to the guest. For the built in remote desktop, port 3389 is the one you must send.

VBoxManage modifyvm "fill in VM name" --natpf1 "guestrdp,tcp,,53389,,3389"
natpf1=nat Port Forwarding rule1. You can also use natpf2, natpf3 etc.Code:VBoxManage modifyvm "fill in VM name" --natpf1 "guestrdp,tcp,,53389,,3389"
guestrdp=just a description
53389= port to connect to from outside. Connect to host computer port 53389 will be forwarded to guest port 3389
Of course in "command prompt". Command prompt on host , no on clientnatpf1=nat Port Forwarding rule1. You can also use natpf2, natpf3 etc.Code:VBoxManage modifyvm "fill in VM name" --natpf1 "guestrdp,tcp,,53389,,3389"
guestrdp=just a description
53389= port to connect to from outside. Connect to host computer port 53389 will be forwarded to guest port 3389
where can i execute the command ? i not sure how to do that.
Why to use command line when you can use the normal settings screen to do the same?
Open the settings of the VM and on the network tab fill the port forwarding info.