Remote Desktop works surprisingly well over low bandwidth. I’ve done it at times using my unlimited hotspot data when I only had 3G speeds
(https://medium.com/sai-ops/using-aws-session-manager-to-conn...)
If you're using a Windows app as part of your Mac workflow (which is often the case if Fusion is being used), you'll put files in a shared mount so the Mac and Windows apps have access to the storage they're on. This doesn't work if you have to transfer files across the internet to start the Windows side of your workflow.
For example, a Windows reporting tool that reads from an sqlite database, which was generated with a Mac workflow, while I'm sitting at a coffee shop.
And, the nicest thing about fusion is that each Windows app appears as a native window, which RDP doesn't seem to have.