I read this article
and decided to try it out even though it refers to Remote Desktop. I did these steps:
1. Open up the Group Policy editor, by going Start --> Run and type in MMC.
2. Add the Group Policy snap-in by going File --> Add/Remove Snap-in --> Add --> Group Policy Object Editor --> Add --> Finish (Local Machine) --> Close --> Ok.
3. Now navigate in the Group Policy Object Editor from Local Computer Policy --> Computer Configuration --> Administrative Templates --> Widnows Components --> Terminal Services and double-click on the 'Limit maximum Color Depth' object.
4. By default the policy is disabled and sets you to 16-bit color. Click on 'Enable' and choose either 'Client Compatible' or 24-bit to enable the highest resolution of 24-bit (True Color) to display via Remote Desktop. Options include 8-bit, 15-bit, 16-bit, and 24-bit.
Then I saved the profile and restarted, and now it's 24-bit with integration on! Looks so much better!