UEM 9.2.1 fixes an issue that addresses the "User Environment Manager is installed but not configured" scenario from the topic of this thread.
However, I assume that won't fix your issue, as you have UEM configured instead of just installed. For this USB-related issue (which I think only affects zero clients, but I'm not quite sure) you will need to upgrade to Horizon 7.3.1, which introduces a configuration setting to deal with this scenario. Sorry, I don't have all the details – this is change in Horizon, not in UEM. GSS should be able to help you out with that.