How to fix this: "Security policies on this computer are set to show info about the last interactive sign-in, but Windows couldn't retrieve that info. Contact your network administrator."

Question

"Security policies on this computer are set to show info about the last interactive sign-in, but Windows couldn't retrieve that info. Contact your network administrator."

I am the network administrator. This is a private PC on a private network. All other Windows machines work fine!

What do I need to check? I tried to find something in the group policies, but nothing stands out that I can see.