Re: Remote Desktop Protocol you say ?
The risk is when use the Remote Desktop client to connect to a computer, that computer could infect you.
I only use it to connect to my own computers, or to work computers. So that would only become a risk if one of them were infected.
If you were offering technical support to members of the public, and you used Remote Assistance to connect to their computers in order to carry out the support tasks, then this would be more of a risk. I don't think this is something that happens to any great extent. TeamViewer is much more popular for that scenario.