This should do the trick:
1. Run Regedit as an admin on Windows
2. Go to the following registry path:
32-bit: HKEY_LOCAL_MACHINE\SOFTWARE\VMware, Inc.\VMware Horizon Workspace\Config
64-bit: HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\VMware, Inc.\VMware Horizon Workspace\Config
3. Create a string value called "EnableData". Set it to "1" to enable Horizon Data, or set it to "0" to disable it
Note: If this value is missing, Horizon Data will be enabled