The main reason that I can think of is that there have been security vulnerabilities noted in RDP, and Microsoft's attempts to fix them have caused problems. (ref: http://www.internetnews.com/dev-news/article/0,,10_907031,00.html)
Many administrators would simply rather use a third party VPN than rely on Microsoft for their security.
Most third party VPN clients do not require a user to determine their IP address. They are designed to operate in a dial-up or foreign network with whatever IP address the computer is given.
For more information on this topic, visit these other searchSecurity resources:
Best Web Links: Virtual Private Networks
Best Web Links: Mobile/Remote Employee Issues
This was first published in February 2002