Currently, the way to get what you want is to ssh in with password
authentication. That way, Windows knows who you are and that you are
allowed access to network shares. When you ssh in with pubkey
authentication, you are not authenticated through Windows but
rather the user running the sshd service. So you don't have access
to your mapped network drives (automatically) since Windows doesn't
recognize you as you. The fact that you can have a screen session that
was started locally (as you) on that remote machine and then reconnect to
that session when you log in with pubkey ssh in no way means that ssh now
understands you as you. It just means you've connected up to a local
instance of screen started by a fully authenticated session. This is doing
nothing more than ssh with password authentication but with added user
hassle, since they need to be co-located with the remote machine so that
they can start up an authenticated screen session to leverage from their
ssh (pubkey or not) session. I don't see that as a better option than just
sshing in with password authentication and skipping all the extra effort of
creating a local session of screen first.