Royal TS is not using mstsc.exe behind the scenes. It's using the Microsoft RDP ActiveX control which ships with Windows and there are a couple of differences compared to mstsc.exe. As far as I know, these are limitations of the ActiveX control. I'm afraid you can only redirect all devices or no devices. I'm also not seeing the option to redirect drives which are plugged in after the initial connect.
They haven't invested in the ActiveX in years and if you look at "Project Honolulu", it's clear their priorities shifted. Maybe we get soon a decent web based RDP client...