The GDAL data folder must be deployed and referenced by the application.
For more information: https://developers.arcgis.com/net/latest/wpf/guide/spatial-references.htm.
The steps for the GDAL data folder to deploy and reference by the application:
1. Log in to ArcGIS for Developers and download the Projection Engine Data from ArcGIS for Developers, Dashboard > Downloads.
2. Copy the GDAL data folder from the unzipped Projection Engine Data to a folder to be deployed along with the user application, e.g. '\PEDataRuntime'.
3. Set the 'ProjectionEngineDirectory' property, e.g.
in App.Xaml.cs:
TransformationCatalog.ProjectionEngineDirectory = @"..\..\PEDataRuntime";