Windows supports much richer remote access than anything built on X. I can log in using standard graphical login, my keyboard layouts carry over, audio is transparently handled, the screen size isn't tied to the existence of a remote monitor and 3d acceleration just works. And all that works out of the box with no setup necessary other than enabling it.
On Linux, the only workflow I could get working was to use x11vnc to control an existing local session. To log in, I have to run x11vnc as root, pass it some magic cookie (I have no idea what that is still, but some magic incantation from SO did the trick), then once I log in, the running x11vnc dies, and I have to restart it as a regular user to control the session I just authenticated.
You can just "ssh -X" into your remote server, then run an app. SSH will configure X authentication for you (the "magic cookie stuff") and set up the "DISPLAY" environment variable to forward X11 connections over an encrypted tunnel. The app will display on your local desktop. It will even work on a Mac, if you install XQuartz.
On Linux, the only workflow I could get working was to use x11vnc to control an existing local session. To log in, I have to run x11vnc as root, pass it some magic cookie (I have no idea what that is still, but some magic incantation from SO did the trick), then once I log in, the running x11vnc dies, and I have to restart it as a regular user to control the session I just authenticated.