Just a shopt post in case someone runs into the same issue as I did. The Azure portal contains an invalid link to the Azure Remote Desktop client download.
remoteapp fixed download link
Below a screenshot of the old Azure portal which points to the incorrect link.
Client can be downloaded using one of the links below:
Based on the current system
All available clients:
Windows x86, Android TM, Windows x64, iPad and iPhone, Windows 8.1 RT, Mac, Windows Phone 8.1
One other thing—Just keep in mind that provisioning a Azure RemoteApp collection can take up an hour or so. I was becoming a bit impatience not knowing this upfront. However, they mention this within the details page.