VNC handles the display as, essentially, just a stream of screenshots. RDP is actually quite sophisticated and has knowledge of a lot of the underlying windowing system information it can work with. It also treats the remote client as a completely separate display from the local, allowing it to have different resolution and DPI settings and even use multiple monitors appropriately. That's without even getting into that Windows can have multiple logged-in user sessions and RDP will correctly take over the right one regardless of who is using the local terminal and forward the running session instead of whatever happens to be on the attached monitor.
Basically, VNC is a cheap hack and RDP is a well thought-out remote graphical terminal.
To oversimplify a bit, VNC sends a sequence of images of the screen that are then painted. It optimises this pretty well - only sending the fragments of the screen that change, allowing translation of blocks (e.g. for window dragging), but it's a pretty simple way of transmitting screen information. That's also a good thing because it is completely agnostic to the UI and the client and server.
RDP has a much more complex set of window painting commands - instead of sending 'this block of image goes here' it sends 'draw a window here with this decoration'. It's much more complex but also more performant as a result.
