what is Remote Desktop Services in Windows Server 2008 R2 all about?
You're confusing remote desktop for administration with remote desktop services. Remote desktop for administration is for remotely managing a server via RDP. Remote Desktop Services is for remotely working from a server session as if the remote session were your workstation and running applications within that session via RDP. The conceptual aspects may be blurry but the licensing is certainly perfectly clear. In addition, remote desktop for administration is limited to 2 concurrent sessions and no additional licensing is required. Remote Desktop Services requires RDS CAL's and is limited to the number of RDS CAL's that you've purchased (this isn't a technical limitation, it's a licensing/legal limitation).
They may seem like the same thing and from a technical perspective they are (except for the concurrent session differences) but from a legal and licensing perspective they are two wholly independent things.
If you're running applications on the server while using remote desktop for administration you're most likely in violation of the EULA of both the server and the application.