I think Niels had it exactly backwards: PowerShell is like taking your bike from the Tour de France and trying to ride through a rural area with no roads. All of the advanced technology doesn't help if you're trying to do something which just isn't commonly done there.
The thing which I think will change that is Azure – almost any time I see someone mention using PowerShell for real work, it involves Azure and that seems likely to continue improving as people start doing the hybrid cloud model. It's one thing to click around in a GUI when you periodically setup a few gigantic servers or deploy every 3 months but it's quite a different world when you are talking about running a dozen cloud servers for 3 hours.
I think a lot of config gui's now just execute powershell underneath.
Around that time KDE rocked the world with a beta release desktop that "almost works" but since then the Linux desktop has stagnated rather than advanced.
This all said by me, who was a full-time Linux/Solaris (and X) user who was involved with Windows as part of my day job.
But RDP solves different problems. I do UI development and use RDP to connect to my work box from home. It's also used on Windows Server for Citrix-type scenarios.