The default color depth in RDP is 16-Bit. Connections that request more will be served with 16-Bit. However you can set it higher to 24-Bit. This can’t be done with the GUI. You have to change the following registry key and reboot the guest:

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\TerminalServer\WinStations\RDP-Tcp\ColorDepth to 4 on the guest, then reboot it.