Where you're most likely to see big speed gains from using Citrix XenApp would be when your connecting remote clients have poor bandwidth or high latency connections. I.e. You're hosting in Europe and you've got people connecting in from Australia and South America, you've got roadwarriors connecting in using 3G-based devices, or you have guys out on an oil-rig bouncing internet signal in via a satellite.
The Citrix HDX/ICA protocols handles these conditions far better then RDP and you've got all sorts of granular control to manage users with these conditions. Printing traffic is also nicely optimised.
Maybe 7-10 years ago that was more of a problem with available bandwidth in some places causing screen refresh issues/freezes, but not these days.
Citrix XenApp also has good enterprise management features, including user profiles and print management, which might help get a user logged in quicker to an AX session than standard RDS, as well as server provisioning. If you're talking 15k users then those management tools would really help keep the thing ticking along and standing up new servers as required. If you're talking only a handful of Citrix XenApp servers then not so much.
Bare in mind that Citrix XenApp sits on top of RDS so you need to license for BOTH RDS and Citrix XenApp, that's not cheap.