It’s well known file transfer over XenApp isn’t perfect. Worst case scenario is you get disconnected while transferring some files. Before Secure Gateway 3.3.1 release it was even worst. Well there is hope, Citrix just released two private fix to improve file transfer.
According to this Citrix forum post, the server hotfix XA650R01W2K8R2X64055 and the client side hotfix Receiver 3.4 CU1 fix the slow file transfer issue.
You will gain a speed boost but sadly it won’t be as fast as RDP 7 or 8.
These two hotfixes can only be downloaded if you contact Citrix for now. They will probably be released as limited hotfix in the next days.