I found out that when I connect to a remote SQL named instance (ServerA\instanceA) from SSMS installed on ServerB, it does connect without error, but it uses the Named Pipe protocol.
I found that out when I noticed that the SQL named instance port (50002) was blocked by the Firewall.
From SSMS (on serverB), I get an error when I try to connect to ServerA,50002 but it succeeded when I connect to ServerA\InstanceA.
I googled it, but wasn't able to find any good documentation explaining why it works.
I checked and I didn't see any alias or any particular configuration for ServerA.
If you could help me understand how (and why) it works, I would appreciate.