Solution
To resolve this issue, modify the client registry.
For 32-bit Windows - HKEY_LOCAL_MACHINE\SOFTWARE\Citrix\Dazzle For 64-bit Windows - HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Citrix\Dazzle REG_SZ: AllowAddStore
Value: A
Note: Changing the value to A allows to add non-secure URLs.
For 32-bit Windows - HKEY_LOCAL_MACHINE\SOFTWARE\Citrix\Dazzle For 64-bit Windows - HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Citrix\Dazzle REG_SZ: AllowAddStore
Value: A
Note: Changing the value to A allows to add non-secure URLs.