Everytime the system is restarted you have to physically login to the system to unlock the keyring so that your RDP password is accessible or you won't be able to get in. Or you have to remove your keyring password all together. Why is this different than the regular user password?
Also it's weird that it works like VNC where you are controlling the system remotely but anyone local can see what you are doing on the screen. It is also cool to have that option but it shouldn't be the default.