when opening a new RDP connection, I get a white screen for a couple of seconds. It would be nice, if the connection attempt would be run in the background to eliminate this nasty white screen.
You should see a progress indicator first and only see the session when the connection has been established. That being said, the session can be blank at first until the first screen refresh is displayed. In my case it's briefly black, not white. It may depend on the OS/RDP version how exactly RDP will behave in this scenario.