After installing the Sharefile Sync client in a RDS environment every user would get a Sharefile credential prompt, even users without a Sharefile account. This is because the Sharefile agent responsible for starting the Sharefile Sync Service is automaticly started.
To resolve this issue, remove the key HKLM\Software\Microsoft\Windows\CurrentVersion\Run\Citrix ShareFile Sync Session Agent and remove the Sharefile Sync entry in HKLM\Software\Microsoft\Windows NT\CurrentVersion\Winlogon\Appsetup
And add the key HKCU\Software\Microsoft\Windows\CurrentVersion\Run\Citrix ShareFile Sync Session Agent.
Apply this key in a GPO for the Sharefile Users and voila.
Thanks to Rob Sanders ( Citrix ) for providing me with the location of the sync session agent.