*** Solution – ensure the WVD feed URL (e.g. http://rdweb.wvd.microsoft.com/webclient) is part of the appropriate definitions in your WIP network isolation configuration
When I tried to update the feeds on my Remote Desktop client on Windows 10 for use with the Spring release of WVD I was greeted with the above issue with Windows Information Protection. (WIP). I tried setting the Remote Desktop app (msrdcw.exe) to be a protected app in WIP and still had the same issue. Also tried setting to be an exempt app, but that also didn’t help-. Only disabling WIP seemed to allow me to refresh the feeds. Once you do this you can turn WIP back on if you need to.
Hopefully Microsoft will address this issue in upcoming releases of he Remote Desktop app for Windows 10. Until then, there doesn’t seem to be much option but disabling WIP.