Lately some customers reported they didn’t get Single Sign-On all the way into the desktop when logging in via the browser to StoreFront. Single Sign-On worked partly with automatic login to the StoreFront desktop/application view, but whenever they tried to start a new session the users faced a Windows login prompt. Citrix have released a relatively new article with a variety of things to test when facing problems with Single Sign-On for XenApp/XenDesktop.
I usually apply settings for Citrix Receiver using GPO and applying them to user level. The problem was immediately solved by applying Citrix Receiver settings to the computer level instead.