Citrix Receiver Error: “You have not chosen to trust “Some CA”, the issuer of the server’s security certificate”

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We recently replaced a the certificate on one of out Citrix Access Gateways, everything went well connecting to the CAG via a PC worked fine, but from a Mac we got the below error message.
Luckily for us, Citrix not only have a solution posted on this issue but also give detail as to why it can occur. The solution can be found here.