How to fix this?
Very simple with PowerShell!
1. Open an Admin PowerShell Command Prompt.
2. Type in: Get-NetConnectionProfile
3. Check the name from your network connection. Keep in mind when you have Security features like credential guard and/or HyperV enabled you will see more "Unidentified networks". You can safely ignore them. Here in my example the network is called "CAP".
4. Type in: Set-NetConnectionProfile -Name "CAP" -NetworkCategory Private
Your setting will be active immediately!