I know with my servers, I can leave a session open when I quit and RDP session, and then resume the same session the next time I log in. But that isn't what you want though.
AFAIK, there isn't a way with RDP to pickup the same session that is "physically" logged into the server. RDP always works as a seperate session. To clarify, you could actually have somebody logged into the server actually at the server as "administrator", and a second person logged into the sever remotely as "administrator" and they would not see what the other person is doing.