One great feature to have would be RDP Screen Recording and monitoring (viewing). Recording them and putting the recording on a file share, and for viewing, ideally allowing interaction (i.e. screen sharing type of thing), to allow assistance.
This would be extremely useful for utilizing Royal Server with vendors, allowing them remote but secure access.
I am not sure if/how this works with RDP directly, but there are other products out there that can do this (I am not sure if they use the RDP protocol directly, or if they install an agent etc.)