There's something different about cut & paste vs drag & drop, though it won't impact most people.
If you're using RDP and copying files from the host computer to the remote computer, it's natural to cut/copy the file on the host and paste it on the remote. Drag/Drop isn't as natural because you have to mess around with the RDP window size and scroll position to be able to see Explorer on both machines.
The file copy occurs very slowly, and requires a lot of memory. Copy/Paste uses the clipboard, so the entire file gets read into memory before it can be written to the remote filesystem. It goes slowly because there is apparently an un-optimized loop copying bytes.
Instead, on the remote system you should open two Explorer windows, one for the destination and one for your local filesystem, which RDP adds for you. Then you can drag & drop the file you want to copy. This skips the clipboard and also seems to use a much better optimized byte-copying loop. The speed difference is very noticeable.
Pro-tip: if you're copying lots of files, zip them first and copy the zipped file. That can reduce a multi-hour copy operation into a couple of minutes, even if the compression ratio is awful. Windows is really, really bad at multi-file copy operations.