Dear LarryRothstein!
Thanks for your reply!
I understand that you are unable to set the default location of your device.
You can try to set the location using a local account.
To do so, right-click Start->Terminal/PowerShell/Command prompt (Admin), and enter the following commands:
net user user1 pass1 /add
net localgroup administrators user1 /add
(Replace "user1" and "pass1" with the username and password of the new user.)
After creating the user, reboot the computer, select the new user, and log in. In the privacy location settings. See whether the issue persists.
Thank you for your patience and support!
Best Regards,
Yang.Z - MSFT | Microsoft Community Support Specialist