That's a good question of course, thanks a lot for asking.
As BSG mentioned actually, (thank you for that), it's related to the fact that we're using OpenGL, where as Unreal or Lumion is using DirectX. But, if you want to use RDP and have an NVIDIA GPU that is not one of the Quadro models, then there is now a special tool for GeForce GPU's to accelerate Windows Remote Desktop streaming. You will have to make sure you are using the R440 GeForce drivers or later. Download and launch the executable as administrator on the Windows Desktop where your OpenGL application will run. A dialog will confirm that OpenGL acceleration is enabled and if a reboot is required.
Did you try this?