The Citrix Optimizer's default OS templates disable the "Geolocation Service" on Citrix VDAs, which causes the geolocation redirection to fail. 

Disable optimization of the "Geolocation Service" in the Citrix Optimizer templates before running the optimizations:

Alternatively you can remove the corresponding section from the template file directly:

As a workaround solution, the ‘Geolocation Service’ startup type can be manually changed from ‘disabled’ to ‘automatic’ on the affected VDA's. After the start up type is changed, the service can be started manually.

Problem Cause

When the ‘Geolocation service’ is disabled the ‘Allow location override’ setting in the Windows ‘Privacy & Security’ settings cannot be enabled and will automatically be disabled without warning or error messages which caused the Citrix Geolocation redirection to fail.

https://support.citrix.com/s/article/CTX224676-citrix-optimizer-tool?language=en_US

https://docs.citrix.com/en-us/workspace-environment-management/current-release/user-interface-description/system-optimization/citrix-optimizer.html