| Attribution | Each person gets their own relay link with its own identity. Usage recorded against a link can only have come from the one person holding it. | Everyone who logs into the same RDP session or the same VPS proxy setup is using the same Windows account and the same upstream credential, so activity in the logs cannot be tied back to one person. |
| Revocation | Revoking one link cuts off one person. The proxy credentials underneath and every other link stay untouched. | Cutting off one person on a shared box usually means changing the shared password, the RDP login, or the proxy credential, which also cuts off everyone else who was using it. |
| Cost | You keep the proxy and the machine you already pay for. What you add is a thin metering and revocation layer in front of the proxy, priced by link, not by compute. | A VPS or RDP box has to run continuously and is priced by compute (CPU, RAM, storage, sometimes a Windows license) whether one person is using it or five are sharing it. |
| Setup friction | Registering an upstream and issuing a link is a couple of curl calls and a few minutes. | Standing up a VPS, enabling and hardening RDP, and preparing a usable desktop session for each person takes considerably longer than pointing a proxy setting at a link. |