As far as I know, RDP doesn't send the letters to the server, but the keyboard event. So if both sides are using incompatible layouts, you could send "A" from your client but see a "B" on the RDP server.
I switched en-US for another en layout so it's not a serious problem for me there, but on non-English languages it can be an issue when the other side doesn't match at all, and maybe it's a little easier when Windows installs the layout automatically for the user.
This behaviour would be defencible if only Windows had informed the user, and allowed the remote desktop client to control it in advance...
There's also the case when the other side has a layout which you do want to use but do not have installed. I guess that's rather a rare case - if it's a desired layout, why wasn't it installed in the first place?
Perhaps MS can't update RDP so trivially, and is stuck with the wrong architecture for a good while. But at least they could ask before adding a keyboard layout. Or allow enabling/disabling this as an option on the RDP client rather than a registry change.