wouldn't that be a MobaXterm config?
I don't use it, and know nothing about it. Yet, on OSX, the default term is bash, and I've changed that to default to PowerShell, but I had to do that in OSX.
Looking at a quick set of videos on Mobaxterm on YouTube, more directly shows me that it is Mobaxterm that must provide this hook, not anything from PowerShell natively.
Yet, the MS cross platform VSCode could also be an option for you as you will have PowerShell as the default and you can have as many other terminals open as you wish as well as switch between them interactively.
Integrated Terminal
In Visual Studio Code, you can open an integrated terminal, initially
starting at the root of your workspace. This can be convenient as you
don't have to switch windows or alter the state of an existing
terminal to perform a quick command-line task.
To open the terminal:
• Use the Ctrl+` keyboard shortcut with the backtick character.
• Use the View Terminal menu command.
• From the Command Palette (Ctrl+Shift+P), use the View: Toggle Integrated
Terminal command.
Windows
Correctly configuring your shell on Windows is a matter of locating
the right executable and updating the setting. Below are a list of
common shell executables and their default locations:
// Command Prompt
"terminal.integrated.shell.windows": "C:\\Windows\\System32\\cmd.exe"
// PowerShell
"terminal.integrated.shell.windows": "C:\\Windows\\System32\\WindowsPowerShell\\v1.0\\powershell.exe"
// Git Bash
"terminal.integrated.shell.windows": "C:\\Program Files\\Git\\bin\\bash.exe"
// Bash on Ubuntu (on Windows)
"terminal.integrated.shell.windows": "C:\\Windows\\System32\\bash.exe"
There is also the convenience command, Terminal: Select Default Shell
that can be accessed through the Command Palette, which can detect and
set this for you.
Managing multiple terminals
You can create multiple terminals open to different locations and
easily navigate between them. Terminal instances can be added by
clicking the plus icon on the top-right of the TERMINAL panel or by
triggering the Ctrl+Shift+` command. This action creates another entry
in the drop-down list that can be used to switch between them.
PowerShell Remoting is there for remote access to systems, and you can do this over SSH as well.
It's not the GUI approach of remote machine management like RDP or Mobaxterm of course.
You could write your own GUI in VSCode / PowerShell for this RDP/Mobaxterm - like experience.