OK, bit tumbleweed in here so I did a bit of testing and confirmed that the remote screen shows the activity.
Relevant if the machine being accessed has third parties present and the monitor is switched on, even if it has a screensaver or is blanked. Once you've started the session and unlocked the remote PC, anybody present in front of it can view what you are doing, and indeed take control as you have helpfully unlocked it for them.
Worth bearing in mind as this differs from other remote desktop protocols which don't display remote activity.
Not quite sure why this was worth a downvote though...