I have seen the same thing. However, in addition to the disconnects, the USB redirect through the Horizon client is also not working any longer since the update to Catalina. The local USB printer is not redirected to the DaaS desktop. The only thing in the USB redirect menu shows "No USB devices available" error. This is also very frustrating as the only option now that I can think of is to downgrade back to a previous OS until VMware updates the Horizon Client.
Any other option would be most appreciated.