We discussed the "issue" offline, but it seems that this is the normal behaviour in a VMware Horiozon environment. This kind of issue does not exist in Citrix XenDesktop. The video playback performance is still not as smooth as on a physical workstation, but it fits out needs. Even when using the H.265 enocoding, which was introduced in the new Horizon Client (i think, V.5.0), the performance is the same.
To clear this up: There is no fix for this issue, because it is normal behaviour.
Lets hope, that there will be a patch so that the performance (specific for the video playback) increases.