This article explains why there is no noticeable increase in performance when WAN Compression is enabled over a Terminal Services link.
Terminal services applications and protocols such as VNC, RDP, and Citrix are designed from the ground up to transmit as little data as possible making terminal services extremely efficient and lightweight. For example, Microsoft's Remote Desktop Protocol can use as little as 30kbps.
These terminal services protocols are not very compressible due to their already small nature. As a result, the compression results on the optimization of the Exinda does not show high gains for this type of traffic.