Did the dramatic learning losses from remote learning in the context of COVID-19 stem at least partly from schools having overlooked students' socio-emotional skills--such as their ability to self-regulate emotions, their mental models, motivation, and grit--during the emergency transition to remote learning? We study this question using a cluster-randomized control trial with 18,256 high-school students across 87 schools in the State of Goiás, Brazil. The intervention sent behavioral nudges through text messages to students or their caregivers, targeting their socio-emotional skills during remote learning. Here we show that these messages significantly increased standardized test scores relative to the control group, preventing 7.5% of learning losses in math and 24% in Portuguese, consistent with the hypothesis that neglecting students' socio-emotional skills magnified learning losses during the pandemic.