One of the current limitations to Azure RemoteApp compared to a RemoteApp deployment on premises is not having the ability to assign specific RemoteApps to specific uses (fine grained assigning). If a user is a added to a App collection he will see all the applications published to that Collection. This can be confusing to users because they will generally see more applications in the Azure RemoteApp client than the use, and there will most likely also be applications that they are not even authorized to start. Although seeing the application in the Remoteapp client does not mean that can start, it’s still a current limitation you need to be aware of.
The good news? Adding this functionality is now on the road map! It’s on the roadmap for the July-September 2015 iteration! As RDS MVP’s we have been providing feedback on this and discussing this a lot with the product team, and it’s also a heavily voted request on the user voice page for Azure RemoteApp!
Looking forward to this feature, this will definitely drive adoption to Azure RemoteApp! Another big step in the continuous development.