ZScaler ZPA as VPN alternative?

There are many advantages to using ZPA instead of traditional VPN that are described on the ZScaler website.

What are the disadvantages and limitations?

If you have remote users that need to access physical workstations on the corporate network using the RDP thick client that supports multiple monitors, what process is there to make this work? If ZPA only supports web traffic, the only way I can see RDP working would be using a web based RDP gateway. Is there a better way that works through ZPA?

What about other traditional apps installed on their laptops that need to access internal resources that are not web or browser based applications? If they don’t work, then that’s more reason that RDP needs full functionality so they can remote into a system on the internal LAN to use those apps.