jenkins selenium do not run test headlessly

selenium jenkins selenium-webdriver service headless-browser

I assume that your Jenkins is running as service on that machine under Windows, there are 2 things you may want to try at this point:

Specify local system account in service and check allow service to interact with desktop. More on how to do it in here. However, it could result in other issues.
Run your jenkins instance from WAR file, case you're running your tests on slave machine: start jenkins slave from command line.

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