I had the same problem, a workaround is to use the "subst" command in a script that replaces the shortcut for the program in VB something like this:
set objShell = WScript.CreateObject("Wscript.Shell")
sCommand = "subst N: ""\\server_location_of_network_drive_for_user"""
objShell.run sCommand, 0, true
This seems to fool Lightroom into accepting the location as valid for the catalog folder. It does show as a disconnected network drive which can confuse users but it avoids having to mess about with new locations\drives\external media and the like. We haven't had any major issues using it like this but YMMV since it is specifically against Adobe advice to run it on a network share.