RDP is a specific protocol which allows to transmit low-level screen drawing operations. It is also aware of pixmap entities on the screen. For example it understands when an icon is drawn and caches it (typically in a lossy compressed format) on the client side.
Other software does not have this low-level access: It waits for the screen to change and then re-transmit a capture of the screen or the changed regions. Whenever the screen changes, a pixmap representation has to be transmitted. Because this is lossy compressed in general, it also looks worse.