If the employer wants to prevent remote desktop sessions they can configure it that way with group policies and an always on VPN. In this case they are apparently fine with a personal computer being used which makes RDP actually a slightly more secure solution.

Separate your personal and your work computer. You don’t want to be in a situation where you have to explain a software issue caused by your decision of not running standard software. Put Windows and all work related software on a separate work laptop and use remote desktop from your Linux PC to do your job.