This doesn't surprise me. I don't currently have access to a Citrix environment, but have used them lots in the past. They tend to act a lot like a sandbox, were they act like a normal Windows OS, but an app that is outside of Citrix, trying to look in, can only see "Citrix" and not what is inside of Citrix. (That wasn't a very good explanation, but I'm not a programmer and the behavior is hard to describe.)
Anyhoo... I wonder if CHS is trying to figure out what app, etc the clip is originating from, but it can only see "Citrix" and so it gets stuck when trying to display the clip. (Even though it is still able to understand the text content of the clipboard.)
I've found that sometimes launching things directly in Citrix helps. (Depending on your permission levels you might not be able to do this). I've successfully used a couple different portable applications (TranslatorBoomerang was one, I think), that function correctly when started from inside Citrix, but don't function correctly if started outside. I'm not sure if this applies to an app as sophisticated as CHS though...