Referring to this topic:
How to configure ports used for communication between R and RStudio? - R Admins - Posit Community
It took a while before I discovered why RStudio, PgAdmin, and other applications utilizing a loopback address weren't functioning on our Citrix environment. I wasn't aware that our network team routinely installed the Palo Alto Terminal Server agent on the servers.
Long story short: Set the registry value "HonorSrcPortRequest" in [HKLM\Software\Palo Alto Networks\TS Agent\Adv] to '2'. And the applications will work.
Description of this setting: Terminal Server Agent (TSA) Advanced Configuration using Windows Registry
So, I hope if other Windows Admins are looking for a solution that they will find this topic. And can find this solution faster than I did.