When you capture your MBR in the disk image, it sees this weird block of encrypted data that because of the encryption, it doesn't know what to do with, so it will not include it in the disk image. When you restore the disk image, Rollback the windows client will be there, but not the subsystem (you know the menu you see when Rollback is loading?) I've tried for what feels like ages to get it to capture it, but it's never been successful without uninstalling Rollback or using Drive Cloner, or the new aforementioned disabling protection feature.
Also, I want to add to the actual post here, I was able to roll back my wife's machine with WannaCry on it. Not sure about Deep Freeze but I was able to do it with Rollback no issues.