@newbie1998 I went through this last year. By default, MSTSC will prompt you for creds every time when you open an RDP file.. This is by design (supposedly) as its more secure. There is a way to save the creds in the Windows Credential Store (again, supposedly). I never got that to work consistently. Then I found out that all our 120K users do have to enter the creds each and every time.
As for cleaning up the RDP files, you're right, it will not clean it up like the ICA file is cleaned up. The thing to tell you client, that there is a trade off for not paying the Citrix 'tax'. They can't expect to save $1000's and get the exact set of features.