You can use a custom window manager or desktop environment by editing your ~/.xinitrc file to start the window manager instead. For more information, see the ArchWiki. Note that keyboard shortcuts may not work properly in exodesk and might require using a dedicated remote desktop client.
You can also install the WM or DE inside Distrobox (recommended) or a Podman container. Then use edit your ~/.xinitrc to start the WM or DE (in this case, GNOME):
distrobox enter -- dbus-run-session gnome-session # or whatever WM or DE you want