Hi shivamp,
as I ran into the exact same issue I worked around it with some profile modification.
This is how I did it:
For the creation of a new Golden Master image I created a new local administrator profile UEMConfig on the 2012 R2 RDSH machine, logged on with this newly created profile, did all the maintenance and cleaning of the profile and logged off.
After that I logged on as the original Administrator.
Here I used the tool DefProf (Link: ForensiT Free Downloads) to have all those settings from this newly created user account UEMConfig be copied over to the default user profile. That means that every new user, that logs on to the machine, will get the default settings of the previously modified profile which includes my extended IE settings and many more. When the copying is done you can even remove the newly created account.
This is how I got things working. Didn't take too long and was very easy.
BR
NC