I encountered this issue a little while back and in hindsight in turned out to be pretty simple but it was driving me nuts at the time.
Here is the symptom, when a user opens a XenApp published application, the batch scripts that are pushed out using group policy don’t apply. The other symptom is that when launching the first app in a session also opens up published notepad.
Here is the real issue, and this only happens when you have notepad published. In the file associations in published notepad one of the options is .bat, so if you did a select all or accidentally select .bat as a file associations for published notepad it will launch your GP scripts in notepad rather than running them.