When User Personalization Layer (UPL) is enabled, Citrix Profile Management (CPM) profile is is not loaded.  If UPL is not enabled, CPM profile does load.

Disable WEM policy (or which ever policy has CPM disabled).

Problem Cause

In this case, the UPL log (C:\ProgramData\Unidesk\Logs\ulayersvc.log) show no problem.  The CPM log does not show any attempt to logon.  

There were 2 different policies set for CPM

  HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Citrix\UserProfileManagerHDX
serviceactive was set to 1

  HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Citrix\UserProfileManager
serviceactive was set to 0

The second policy was actually coming from WEM.  With UPL enabled, the timing appears to have been enough to allow the WEM policy to get applied before CPM started resulting in SPM being disabled.