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> Is there something inherently insecure about remote desktops, or is MS software here known to be particularly insecure...
Exposing RDP to the Internet directly has been frowned-upon because of the attack surface being presented, there's no two factor "story" out-of-the-box, and you're opened up to brute force attempts on cruddy user passwords.
Older versions of the Microsoft Remote Desktop Protocol had a much larger attack surface than current versions. The current versions with Network Level Authentication (starting in Windows Vista/Server 2008) present a smaller attacks surface. Older versions used "homegrown" Microsoft crypto, whereas current versions use TLS.
Disclosure: I made a FLOSS fail2ban-like tool for RDP many years ago[0]. I had a situation where I was forced to expose RDP to the Internet and I didn't like having it open w/o some protection against brute force attacks. This tool happens to still works in Server 2022 and will slow the velocity of brute force attacks. I still highly recommend not exposing RDP directly to the Internet anyway.
(The ts_block tool is missing some fairly essential functionality that I never got around to implementing. It works fine and is really easy to install but some things are sub-optimal.)
[0] https://github.com/EvanAnderson/ts_block