OK, so we figured out what was the issue - the BigIP in front of the UAG.

We did an upgrade from 15.1.5.1 to 15.1.7 and recreated the profiles there from the iApp f5.vmware_view.v1.5.9 package, and ta-daa - it worked. No other changes on UAG or CS, hence something in the old (working with Horizon7) config fooled us here ...

The only "nag" now is the browser window that's not closing, but it should be possible to autoclose with some scripting if needed.