Updated Information

xRDP Seems to work with Unity Desktop if you install the tigerVNC sotfware. So to try to connect to Unity Desktop, you need to perform the following actions

Setup tigerVNC Setup XRDP Configure Ubuntu to use Unity in the XRDP Session

Full instruction can be found at this location

End of Updated Information

Info below should be seen as deprecated...

xRDP does not support Unity Desktop. This is why you have gray screen when login into your Ubuntu via Remote Desktop. If you want to perform remote desktop connection against your ubuntu server; you need to install an alternate desktop.

You can use xfce desktop. I prefer to use mate-desktop (you can find detailed instructions on how to install this at this location

Hope this help