Sorry, you're fresh outta luck here, unless Microsoft re-writes RDC to support Retina.
Basically, what's happening is that OS X is detecting that the app isn't retina-aware, reporting a 1440x900 screen size to the app, then pixel-doubles the app's output.
This is the same as what happens when you run a (non-retina) iPhone app on an iPad in "2x" mode, it just pixel doubles, and the app doesn't know any different.
Great for compatibility, not so great for graphic quality...
I would suggest (to everyone!) to submit as a bug/feature request to Microsoft. If enough people complain, they might just do something about it.
Hope this helps.
EDIT: You might want to give Jump Desktop a try. It's been updated for Retina as at 18th August. At $30 or so, it's a tad expensive for my limited use, but it sounds like your best bet. Cheers!