VNC is slow compared to Microsoft Remote Desktop.
I think that Microsoft purchased PCAnywhere and they are using image differentiation. For example if you have a flat background, you get something like 30 frames per seconds on a 4K session!
With VNC, it is not even thinkable to have such a large screen in remote.
Even with a small 1440x800 for example if you open 2 terminals you get less than 1 image per seconds...
I don't know what is the problem exactly but with my job I have about 20 remote servers, and I have several windows boxes in different locations... the speed is 1:1000 compared with Linux.
It seems that Linux no matter what tool you are using, is sending the whole desktop as a picture at each frame. So if you are moving the cursor only, it is as slow as if you refresh the whole screen.
Windows does not do that. If you are moving the cursor only, it refreshes only what has changed (the cursor and what was under the cursor before it moved).