Hello. me too.
So, I just unload all process of VMWare.
And remove the log files in the "C:\Users\...\Temp\Vmware-xxxx\"...
Then, I reboot my system...
Finally start the Horizon client...with Administrator mode.
Again. that popup window... but let take it course... After some seconds, open the remote windows...
Not good solution but I am working...now.