A little more information - it looks like it may be a side-affect of the RDP historical design. RDP was implemented prior to the 4K monitor resolution. Based on what can be seen when RDP first connects, it looks like they implemented RDP such that it initially gets a resolution as large as was possible prior to 4K resolution and THEN resizes the window to the desired resolution. Since the max resolution prior to 4K was less than 4K, the windows get resized such that when the 4K resolution is available, they no longer fill the entire window.