XenApp has a function that monitors for Explorer.exe being launched as a published app, and prevents it from running in shell mode.
If we did not intercept explorer.exe in this way then a full desktop would ALWAYS be shown if you tried to launch explorer.exe. The hook XenApp uses to prevent Explorer running in Shell mode can be disabled in the registry so that Explorer always runs in shell mode. This is described in http://support.citrix.com/article/CTX108784.
When you map a network drive, an Operating System call WM_DEVICECHANGE is made to show the addition of a device (WM_DEVICECHANGE).
WM_DEVICECHANGE call is a shell call hence the non-shell explorer.exe does not show the addition of the new drive. The drive has in fact been mapped; if the user was to then open Notepad (for example and assuming session sharing kick in) the new drive would be visible.
