1
If you have any 3rd party anti-virus and/or VPN installed on your PC, disable or uninstall that, then check if you can run the Media Creation utility.
2
If that does not resolve the problem, click your Start Button, then just type inetcpl.cpl and press Enter.
On the resulting utility, select the the Advanced tab.
Scroll down to the Security section, and ensure TLS 1.1 and TLS 1.2 are both enabled.
Then check if you can run the Media Creation utility.