MSTSC public mode, Citrix License telemetry compliance status and Remote Desktop replace with Windows App.
Marc-Andre Moreau described what MSTSC is storing by default on a machine and what can be done to prevent that in the article Using RDP without leaving traces: the MSTSC public mode.
In the article Citrix licensing telemetry and compliance status Dennis Span explains why the telemetry service should report regularly to Citrix.
Tom Warren mentions that Microsoft is ending the support on the Remote Desktop App, which will be replaced by the Windows App (but the Remote Desktop Connection App will still be there and supported).