You can keep X applications alive when the link goes down, although, obviously you can't see what they are doing. I think that the tradeoff is better than losing access to all of your desktop when the network goes down. I tend to move my state local, meaning that I have what I need locally if something goes awry. I can usually get meaningful stuff done without any network access at all. However, if what you want is to have an always ready desktop that you can connect to from anywhere then RDP is the solution. I have to use Windows every once in a while, and everything about using it is uncomfortable to me, but RDP is very nice. I actually get why you might set up your work flow in that manner.
RDP is actually a reaction to VNC, and it fixes many of VNC's problems. For emergency graphical remote control of a computer VNC is adequate, but it is definitely not a replacement for RDP.