You are correct Mobile Desktop when using an RDP connection reverts the Windows XP theme to the "Classic" theme. This is done in order to save bandwidth, as sending the graphics of the windows XP theme uses a lot of bandwidth and often overruns the MDS data limit pretty quickly.
We could put an option in order to allow you to select wether you want this bandwidth saving feature turned on or off.
As well if you use a VNC connection this does not happen.
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The Idokorro Team