There are legit reasons, at least for two nested sessions. A production network that’s airgapped except for a bastion host that acts as a gateway. It’s better than port forwarding because you have to auth to the bastion host before the RDP chaining, and it often takes separate credentials for the second RDP session.

It’s a semi-common setup for higher security environments, and when you have a network of stuff that has known vulnerabilities you can’t patch for whatever reason. Traffic in and out is super carefully firewalled. It’s not great, but it’s better than a 25 year old MySQL with a direct public IP.