When setting up your template and publishing your apps, if you setup a Group Policy Object (GPO) for your users, this does not work. After some research and testing I found out that to solve the issue, you must do the following:

Add the Explorer application to the Published apps

Start by publishing the command line interface (cmd.exe). In the Publishingtab, select cmd, and then click Publish > Publish program using path.

Enter the name of the app and the path. For our purpose, use “File Explorer” as the name and “%SYSTEMDRIVE%\windows\explorer.exe” as the path.

In my case this worked, hope it does for you.

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