MS VDI comes in 2 variants: (1) static 1 user to 1 specific VM, (Personal Virtual Desktop); OR (2) many users share a pool of VMs (Virtual Desktop Pool) with common image.
For the former (personal virtual desktop), each user is assigned to a fixed client VM that can be personalized and customized by the users. These changes are available to users each time that they log on to their personal virtual desktop. For the latter (virtual desktop pool), a single image is replicated across many virtual machines. As users connect to the shared virtual desktop pool, they are dynamically assigned with any client VMs. Because users may not always be assigned to the same client VMs whenever they connect, any personalization and customization made by the users are not saved. If you choose dynamic virtual desktop pool and users still need their personalization and customizations, you have to consider roaming profiles and folder redirection as well.