Not at all!
On my corporate firewall, I checked policies, and found no blocked traffic. Furthermore, I modified policies to allow all traffic (both directions) and again there were same issues.
Talking about windows firewall on Desktop machine, I tested also with Win Firewall OFF, but same issue.
Ans as I told: when uninstall Horizon Agent on non-domain Desktop, everything is OK (RDP to Desktop is possible). On the other hand, uninstalling Horizon Agent on domain Desktop, does not solve the issue.
Before installing horizon agent for the first time, I was able to RDP to both desktops (domain and non-domain).
just to close this subject, with info that I found on VMware portal. Looking at VMware KB 2145313 ( Cannot connect to view desktop using RDP Client (2145313) | VMware KB ) , it's obvious that installation of Horizon Agent disables TLS1.0. RDP used in Windows 7 machines supports only TLS 1.0. Therefore, RDP connection fails when TLS 1.0 is disabled on windows 7 machine. In my lab, I was using win7...
Solution can be found at Microsoft KB 3080079 ( https://support.microsoft.com/en-us/help/3080079/update-to-add-rds-support-for-tls-1-1-and-tls-1-2-in-windows-7-or-wind ).
After updating my win7 Horizon Agent VMs, there were no more issues, so I was able to RDP to Horizon Agent VMs using Microsoft RDP. Remote connection using Horizon Client was not affected, so it was also possible.