The problem has been registered with Change Request #342554.
This anomaly has been observed if local driver redirection enabled before and then with a policy denied. Currently, vWorkspace connection policy will not disable local drive redirection and grayed out the option. It will gray out the option with the existing applied settings. In order to prevent the issue, first the local drives redirection must be manually unchecked then disabled with a connection policy.
The problem will be addressed in the future releases of vWorkspace.