UFT running in headless mode when run from ALM as 'Run Test Set' or 'Run One'

When I run a test locally from ALM and I choose Run Test Set or I select Run from the Automatic Runner it runs the test in headless mode and runs really slow

However, if I select the Run option, then Run All from the Automatic Runner it runs fine showing the Browser Window

How can I get around this? The end goal is to run tests from Jenkins triggering the tests to run on a remote machine so I hope by that method it will not run in headless.