RemoteApp Default Connection URL Group Policy not working

As of Windows 8 and Server 2012 you can configure the RemoteApp and Desktop Connection URL automatically via Group Policy. The policy setting is found in:

• User Configuration
  • Policies
    • Administrative Templates
      • Windows Components
        • Remote Desktop Services
          • RemoteApp and Desktop Connections
            • Specify default connection URL

I set this policy for users of my forthcoming Server 2012 RDSH desktop environment, but when the users log on the RemoteApp and Desktop Connections control panel still says:

There are currently no connections available on this computer.

I had a look in the Event Logs and found this entry at the time the user logged on to the desktop:

Log Name: Microsoft-Windows-RemoteApp and Desktop Connections/Admin
Source: Microsoft-Windows-RemoteApp and Desktop Connections
Date: 07/10/2013 12:59:00
Event ID: 1026
Task Category: None
Level: Warning
Keywords:
User: RCMTECH\user
Computer: RDSH01.rcmtech.co.uk
Description:
The installation of the default connection has been cancelled. A default connection cannot be used on a system that is part of a Remote Desktop Services deployment.

User: RCMTECH\user

which rather says it all. I have my RDSH servers split into two groups: Those that publish desktops and those that publish applications. They each have their own Collection, but both share the same Connection Broker. It seems as though RemoteApp doesn’t allow this.

I then tried to configure the URL manually by going via Control Panel, but when I enter the URL and click through the wizard I get the following:

Access RemoteApp and desktops
An error occurred.
An error occurred. Contact your workplace administrator for assistance.

I get this both as a user and also if I log on to the desktop as an administrator. This seems to be linked to my using User Profile Disks – if I stop using those for the collection then I can at least run through the wizard manually (but this isn’t something I want my users to have to do).

I’m hoping the thing that’s stopping the Group Policy configuration method from working is because I’m sharing the Connection Broker, but I have a nasty feeling that for some reason Microsoft have decided that you’re not allowed to publish RemoteApp applications at all to a Remote Desktop Collection.

Update: I built a separate RD deployment and used its configuration URL instead but still got the same message. It does indeed seem that you are just not able to use a RemoteApp default connection URL at all within a Remote Desktop deployment. I have no idea why this should be, it seems to have been deliberately blocked by Microsoft. Anyone know why this might be?