A co-worker recently ran into this problem at one of his projects. An Internet Explorer 11 add-on was virtualized using AppV 4.6 SP3 and the add-on uses the Internet Explorer Download Manager to serve up documents from a back-end. On the AppV client however pressing CTRL+J or going to the menu to start Download Manager would not start the Download Manager. The problem could be reproduced by me on my own Windows 7 Enterprise x64 image with AppV 4.6 SP3 client and Internet Explorer 11 installed. I ran some ProcMon and SpyStudio traces, but got word that the customer had opened a case with Microsoft to get a solution for this problem.
Microsoft clearly stated in their response mail that a workaround was needed seeing that AppV 4.6 is in extended support. I will describe the fix supplied by Microsoft below because it turned out to work at another customer that had the same problem.
The solution is to remove the Internet Settings entry from the AppV’s VirtualregistryPassthroughEx registry key that can be found at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\SoftGrid\4.5\SystemGuard\Overrides or HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Microsoft\SoftGrid\4.5\SystemGuard\Overrides (x64).
Click image for a graphical representation of the registry key (x64) to remove: