I am going to assume this is not an iOS device, since it is a session policy. When you put a client side schedule on a policy and you apply policies, if it is not a iOS you should see a .wpp file go down to the device. Check the connection event details of the session and see if this file did transfer to the device during the $$Workprofilepolicies$$ server channel. If this hasn't gone to the device, the device may not have the schedule yet to run. Try using the run channel notification instead and see if that file goes to the client. If so the device should begin to check in.
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