Passwords can easily become a source of annoyance with VDI. Generally, IT uses Exchange ActiveSync for device security because it can work with many different platforms and doesn't require the device to join a domain. Virtual desktops, on the other hand, usually connect to a domain and authenticate with Active Directory.
That means that users often have two different passwords and authentication methods, one for access to their device through Exchange ActiveSync and the other for virtual desktop access. If a user changes his Exchange password on a corporate PC or mobile device, for instance, the VDI login doesn't change, but users might not know that. It is important to communicate to your users that they will actually have two different passwords to keep track of.