All changes revert back after reboot/shutdown in Citrix VDA (7.15 LTSR CU6), when Anti-Malware is enabled on Windows Server 2008 R2.
To resolve this, add the following in Anti-Malware process exclusion list:
C:\Windows\System32\PvsVmBoot.exe
This KB article can be followed whenever customers have a VDA environment and Anti-Malware is enabled, and the machine reverts its state.