QubesOS has an implementation of this called seamless mode and doesn't require an RDP server nor having to manually add software: https://www.qubes-os.org/doc/windows-tools/#using-windows-ap... Here's a screenshot of using Powerpoint: https://www.qubes-os.org/attachment/wiki/WindowsAppVms/windo...

It's been awhile but I recall some VM managers having this feature (seamless mode) though. I'm not sure if it was VirtualBox or paid VMWare.