anonymous user, For our issue, we can firstly check if the Intune policy we configured for Citrix SSO is applied successfully. If it is successful, we suggest to contact Citrix support to check on the VPN issue.
Meanwhile, here is an article about setting up per-app VPN for iOS devices in Intune for the reference:
https://learn.microsoft.com/en-us/mem/intune/configuration/vpn-setting-configure-per-app
Hope it can help.
If the response is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.