Other than in my mind RDP'ing into a more powerful computer than what you currently use, what benefit would this actually provide?
Personally I like having physical control over my computer. I also like knowing what precisely is installed and running on my computer. Why would you trust your security to a secondary party by running your "operating system" in the cloud? Why would you want to be reliant on an always on internet connection?
Please don't think I am picking a fight, I am actually interested in this. My current computer is unable to play video games, if this was a viable solution to that I would gladly make use of it. [Edit] For everything else I do on a computer my current model does everything I need.