No, Lync client within VDI is working (chat and presence), but the little icon with the 2 computers in the below-right corner is giving the message: Lync is trying to use your local audio and video devices.
On the local client, I can see in the registry that the user who logged in the VDI-session is mentioned in the key: HKCU\Software\Microsoft\Office\15.0\LyncVdiPlugin\ServerSipUri and HKCU\Software\Microsoft\Office\15.0\LyncVdiPlugin\ServerUsername.