Eirikur Eiriksson (5/22/2015)
Piling on, the top 1 reason for not allowing RDP onto the SQL Servers is that any decent endpoint security policy will spawn a virus scanner (and more) on any system as you log on to it, the configuration of those may not be in line with MS Best Practices for virus scanners on an SQL Server and often the results are catastrophic.
Plus an RDP session can easily consume a GB of memory idle. More if anything's actually being run.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability