The solution is to install a VNC server (like TightVNC) inside the Windows guest. But same problem: poor performances (because it is a virtualized GPU, in this case). In comparison with RDP, it is more like being "in front of the virtual machine" because you can see the boot screen, the Windows loading screen and then the login screen. The hypervisor can provide a VNC display but it must be done through a virtualized GPU where it can pull the image from.
As an example, you will not see the Windows log-in screen using RDP (credentials are used while creating the RDP session). It looks like you are controlling the computer as if you were in front of it, but it is different. It does not run using the GPU and visual performances will be poor. RDP create a virtual session rendered internally, it does not show what is displayed on screen.