How would you make your case for RDP access to a Data Warehouse?
I'd do the following:


Make a list of the reasons why you connect to the server's console today.
Identify things that you easily could do another way, and start to work around them.
For the rest, identify what can only be done from the console, and what can be done without the console, but is significantly more difficult.


First, share this list internally - make sure your request to the hosting company won't blindside your own employer.
Then, talk to the hosting company, and ask them for their solutions to these problems. I'd expect three possible answer to each of your items:


contact the hosting company, and they will do it themselves;
hosting company provides a tool that lets you do it without RDP; and
you can't do that.

If the hosting company will do it, get details on turnaround time; it may not be acceptable.

Follow up by:


trying out the tools, to make sure they do what you need.
review the "call the hosting co" and "you can't do that" items; identify the impact of each; and review with your company.



The issue could resolve at many points. Your review may convince you that you don't absolutely require RDP. Your conversation with the hosting company may give you satisfactory answer (no "you can't do", and SLAs on "call us" are acceptable. Alternately, your concerns may convince the hosting company you do need RDP.

Ultimately, if you can show RDP access is absolutely necessary, and the hosting company won't provide it on request, then your company may need to be ready to walk away unless the hosting company relents. That requires sign in from your company, which is why it's important to involve them. You don't have to say you're heading for such a confrontation (even if you believe you are). You have to sound reasonable to your own people.