If anyone is still experiencing this problem I just want to make an shoutout to this workaround that I have been evaulating for a while now, and it works perfectly except no access for USB peripherals (But myself dont need to use that feature):

"Another more comfortable workaround I found is just to use RDP to the VDI with an RDP client like Windows App."

And also to point out the root cause is that yes it is a Security setting/policy in Omnissa that organisations can govern to prevent 3rd party USB preripherals to be used for Screen Capture and Keylogging through Omnissa. And therefore USB-Docking stations and for example USB gaming keyboards get blocked in Omnissa, turning the screen grey.