Sure, it doesn't offer certificate based auth like SSH does, but you can use smart cards if you aren't good at making a secure password. Add a VPN on top if you are really paranoid, and change the port for good measure.
I don't personally know of any specific exploits other than as long as the user does all that you mention, but the fact that it's closed-source increases the likelihood by quite a bit, and I generally would avoid trusting for-profit closed-source programs on general principle.
Your point is fair, though. My sentence was rather misleading, in and of that RDP isn't, except for this exploit and being closed-source, necessarily less secure that other protocols. I stand corrected. I'm just a little skeptical of the doomsayers.