If a user starts out with a script that modifies the registry HKEY_CURRENT_USER section in the registry when run manually but not when it is run within a CA Client Automation Software Delivery job. The job package will execute the package but no changes are updated to the registry.
The CAF Service runs with the Local System Account by default. Therefore, the script will execute under LSA privileges.
If the script needs to modify the KEY_CURRENT_USER section in the registry then the CAF service should be configured to run with the logged on user account instead of the Local System Account.
Another Alternative is to use User Profiles. To use User Profiles modify the configuration policy Agent->Common Agent->Software Delivery->Registration: Supported Unit types to "Computer + User Profile"
Distribute the policy to the desired machines.
You can then deploy the package containing the script to the desired User Profiles to make the changes to the respective HKEY_CURRENT_USER section.