The Advanced RDP Client is a version of the MSRDP extension that provides full support for the features of the standard RDP client. These features include printer redirection, smart card support and the ability to detect your local filesystem from the remote RDP session.
These features were implemented by dynamically generating an RDP connection file from SSL-Explorer in order to support the additional parameters. The other Native RDP Client simply executes the Remote Desktop application and forwards the connection over the VPN client without support for the advanced features.