A number of reasons actually. If you're trying to create a multi-user VNC environment on a remote server the displays do not always render correctly certain applications particularly those requiring 3D components. It can be quite frustrating. Moreover not all keyboard keys are recognized in certain applications. The single user version of VNC, i.e. classic VNC, works well, however it does actually show your remote session on the server computer screen and yes, as best I can tell, the server must have a monitor.

I've had about enough of the compromises I've had to make to make my remote VNC sessions work and mostly have opted to run virtual instances of Linux on my local desktop then SSHFD mount a drive remotely but this is such a pain or can be especially in some applications some research applications which can vary results depending on operating system version and kernel libraries.

I never experienced these issues with Windows remote desktop and this is very frustrating as a Linux user.

RDP is more suited to text as it renders the screen pixel perfect. VNC, on the other hand, converts the screen into a lossy compressed video stream which is why it’s often slow and fuzzy until the image stabilizes. Night and day difference.