I definitely know this can and is being done on Windows. But as you say, it's NOT RDP, and RDP is what people are always comparing X's remote display to (I guess because RDP is standard with Windows, as remote display is with X--the services you're talking about require separate purchase and typically serious hardware and maintenance). Although my experience with Citrix is not nearly as rosy as yours; when I used it (admittedly a few years ago) the applications were very slow and relatively dodgy. It could well be due to poor configuration or underpowered servers, I don't know.
However I don't think even those tools allow the same level of flexibility as X. For example, I have a system at work and I run Emacs on it and do all my work. When I get home I can ssh into my work system and ask my existing Emacs instance to open a new window on my display at home. All my buffers are right there just as I left them, and all aspects of the window work as if it were local (cut/paste, menus, etc.) Obviously Emacs had to provide some support for this itself, but it requires no special add-ons or third party integration.