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It depends what you mean by utilising.
Linux does so just fine.
OSX does so just fine.
Windows though... if a Windows session starts locally and a program is started at that time, i.e. Plex Server then it will utilise the GPU. But if you login via remote desktop and start Plex, then this is considered a remote session and the GPU is actually disabled for programs that you start under that session.So AFAIK it's a Windows issue, and if I really want something to start with GPU support I set it as a startup program and will reboot the machine if I am remote.
Is there an issue with utilising graphics cards (in the host machine) over remote desktop? I'm sure I remember reading something on here but I can't find it. Maybe it was @Velocio who mentioned it?