Microsoft has changed or extended the screen saver capabilities and in addition Citrix has disabled the screen saver and power functionallity by default for all Windows client operating systems. Therefore, you might find yourself unable to activate the screen saver as you have done before.
Here are two points to get things working
For Client OS like Windows 7, 8 or Windows 10 used as VDA in a Citrix XenDesktop environment, you must set the following registry value
SetDisplayRequiredMode REG_DWORD = 0x00000000
In some cases, also on Server OS the screen saver might not kick in. If that's the case enable the following Group policy
Computer Configuration\Windows Settings\Security Settings\Local Policies\Security Options
Interactive logon: Machine inactivity limit