If you have performed a manual xrdp installation and no post configuration actions, this would be an expected situation. To get the same look'n feel as your Ubuntu GNome Desktop with dock, you would need to perform some additional actions.
Option 1 - Manual Option
Try to create and populate the file ~/.xsessionrc with the following content
export GNOME_SHELL_SESSION_MODE=ubuntu
export XDG_CURRENT_DESKTOP=ubuntu:GNOME
export XDG_CONFIG_DIRS=/etc/xdg/xdg-ubuntu:/etc/xdg
Please note that the .xsessionrc file is a hidden file (located in your home directory)
This would be for a single user. If multiple users need to perform remote connection, each user would need to have this file created in their profile
Option 2 - Automated install
You can also use the xrdp-installer script that basically perform the installation of the software and perform some post configuration actions that would provide you the same look'n feel when remotely connected as the one you have when connected to local console
the script and how to use it can be found here
Hope this help
Till next time
See ya