There are 40 questions tagged with both [remote-desktop] and [linux]. Mark is right that rdp is a protocol, while remote-desktop could (as seen in some of the 40 questions) simply refer to any method of obtaining remote-desktop connections (vnc, NX, Teamviewer, etc.)
My vote is to leave as is, while very similar there is enough discrepancy in my mind to warrant both.
EDIT: as to why not just use [remote-desktop] to encompass both, the point of tags is:
Tags are a means of connecting experts with questions they will be able to answer by sorting questions into specific, well-defined categories.
Tags can also be used to help you identify questions that are interesting or relevant to you.
Windows Admins are used to referring to remote-desktop as RDP. This is the tag they are most likely to setup alerts on here to get notices about questions relevant to their expertise, as well as when searching for answers related to RDP. Think in terms of who the audience is. For instance if we had tags for ls and dir. Someone could argue they are basically the same but they are from two different admin worlds.