I'd love to see the DBA from their shop chime in. ^.^

I've worked without RDP. I can tell you there are real down sides. Downtimes are longer, less people working on the same problem, single points of failure(you getting hit by a bus... per say), fixes take more coordination, and more that aren't on the front of my brain right now.

If you don't trust the DBAs that already control all of your data... Then this shouldn't be a question. Just tell them no, let them come to you with every end user style problem such as *I can't see the drive structure... where's this folder?* and go about your day. It is more work for them, for you, and more down time for everyone. If this isn't SIPR/Secret or higher, I see no reason security should be held that tight within the company as well. It's bad for retention. ^.~