The screen saver appears if the applications are not launched as seamless from the citrix client.
“By design, Citrix disables screen savers for published applications. Active screen savers can contribute towards a performance hit to bandwidth and server resources in general.”
Citrix does not prevent screen savers from appearing in a seamless session; it disables screen savers upon starting. This is accomplished through wfshell when the session is started by calling SystemParametersInfo( SPI_SETSCREENSAVEACTIVE, FALSE, 0, SPIF_SENDWININICHANGE )