I also have this issue; using Sysinternals from the MS Store version.
RDCMan 2.9 does not work in citrix session
I think it's a bug
OS: Windows 10 LTSC 2021, used as citrix VDI (persistent), installed Citrix VDA LTSC 1912 CU5
RDCMan: 2.9, just wanted to update my old 2.7 version
When connected through normal Citrix connection (ICA), it cannot start with the usual error about not being able to initialize and mstscax.dll
When I disconnect and connect to that same VM via RDP protocol, it starts correctly
VM was not rebooted or somehow changed, I literally logged off in ICA session and connected with same user through RDP
p.s. old 2.7 version works fine, never thought new version could be broken just because of session type