Hello @SASKiwi,
I am working at different companies and SAS environments. So far, I had no real issues with any SAS client (and SAS versions/maintenance levels) on Citrix environments, and even on more complicated virualizations systems, such as ThinApp or Microsoft AppV.
Generally the only challenge found is that some .NET libraries/DCOM components (Addin and EG), could it be that they do not register at first, but it is well manageable.
Anyway you would like to read:
http://support.sas.com/kb/32/582.html Usage Note 32582: Configuring SAS® Enterprise Guide® on a Citrix server
https://support.sas.com/techsup/pcn/virtualization.html
https://citrixready.citrix.com/sas.html
PS. Just remembered: before 9.4, the biggest virtualization challenge (besides COM registration) is that your SAS applications need to find the dependency with the java package installed for SAS. But since 9.4 the problem is completely gone, since 9.4 uses the Private JRE.