A Microsoft desktop and app virtualization service that runs on Azure. Previously known as Windows Virtual Desktop.
Old question, but someone might find this useful:
The AVD hosts are probably missing the printer driver.
It's a huge security risk to let normal user accounts install printer drivers so this is most likely blocked. If you browse to the print server and try to add manually you might get an UAC prompt (although that popup can also be blocked)
Install the printer driver on clients before adding new printers or updating printer drivers.