In the end it depends on your risk profile and adversary model. Usually it’s not a good idea though. Why not have an SSH tunnel to the network/machine and use port forwarding to forward the RDP connection? Or why not use SSH for remote access, period?
I’d be interested to know how they’re going to track this? They’d need to create some sort of fingerprint for each device, and store it together will all already installed games / software in some sort of database in perpetuity.