Could it be that there a Group Policy setting the ExecutionPolicy in your environment?
Check you GPOs or talk to your Windows/AD administratorsBlog: http://lucd.info | Twitter: @LucD22 | PowerCLI Reference co-author: http://tinyurl.com/hkn4glz
Yes. Setting from GPO helped.
I was setting it for User configuration. Setting it for Computer configuration resolved the issue.
Thanks for the help.