What? This just isn’t true? I RDP into work all time and it picks up my user session with all open apps from the last time I was physically at the machine. Then next time I’m at the machine, it picks up the session from last time I remoted in. In other words, as long as you always use the same account, it’s always the same session.
Your activity also can’t be viewed by a user on the remote system
You are right this, but this is actually a benefit in my opinion. The last thing I want is for someone to turn on my monitor and see everything I’m doing. I like that it’s a private session of sorts.
Also RDP is better at adapting resolutions (I want my session to use my local monitors’ resolution, not the remote one) and forwarding system key shortcuts than any other remote solution I’ve used.