While VDI may be a solution, it's very easy to go overboard limiting functionality of standard applications. For instance, not allowing recording in powerpoint, conversion of powerpoint to a mp4, stuff like that.
This, combined with not knowing beforehand if that particular standard functionality is blocked or not, makes it a very frustrating experience for users. Because Powerpoint is installed, standard stuff works, and there's no visual indicator that anything should not work.
Additionally, speed. There will be a hit on performance.
While VDI may be useful for 90% of the workforce, please make sure you have valid alternatives for the 10% that cannot work with VDI. Have Security understand that for that segment, either remove these hidden 'security features', or allow for alternatives.