I'm having the same issue, brand new Workspace 1.5 with agent 1.5.1 and this is across all machines.
The thinapp.exe and .dat files are downloaded but the shortcuts are not registered.
I ran a trace log and for some reason it says the following:
[hzntaclnt::InstallDb::DoInstallFile] File not launchable: thinreg skipped
but all the entries after that make it appear that the file is installed so it doesnt try to run thinreg again. i have attached the trace log to this post
If i manually run thinreg from the C:\Program Files (x86)\VMware\Horizon ThinApp folder it registers the Thinapp shortcuts correctly
I have tried setting the reg key for DesktopRefresh to 2 also with no luck