One advantage of a remote desktop protocol over x11 forwarding is being able to keep the application(s) open and in the same state when you disconnect and connect from another machine or access the host machine.

I haven't really used xrdp, but I have used xpra and have been able to attach to running instances of applications that I left open on the host machine remotely (much like I can reattach to a screen or tmux session remotely).