On the latest 2006 Horizon client for Windows the "Allow connection via an SSL Proxy" setting is missing from the security option page even though the documentation refers to it (https://docs.vmware.com/en/VMware-Horizon-Client-for-Windows/2206/horizon-client-windows-installatio...). We found a workaround for this editing the prefs.txt file in "%appdata%\VMware\VMware Horizon View Client\" with this string
SecurityMode secondaryConnectionAllowSSLProxy="true" certCheckMode="0"
but we really need the option to come back directly in the client's settings. Please fix it asap