I am currently setting up a new server 2019 in my home lab. I have done this what feels like a million times with older versions of Server and never had an issue. Went through as normal and did my updates, gave it static IP. I have it all setup and just want to change the DNS on it after I have prompted it to a DC. I go into network settings and click on change network adapter settings and I get this very nice message.
Now the best thing about this, I am logged on as the Domain Admin account, its the only account on the box. I summoned all my Google-FU I could and found an article close to my issue. The issue in the article detailed out an domain upgrade and OS upgrade from 2016 to 2019, not exactly what I was doing but same issue. In the post you have to go in and edit one of the UAC settings in a GPO.
There was another link within that article that sent you to a Microsoft page, neither article indicated where to apply this GPO to, so I changed the Default Domain Controller Policy. Once I changed the setting and rebooted I was able to change settings.
I know its not best practice to use the Default Domain Admin account but sometimes you have to and it needs to be able to do Admin functions. The article does go onto say that created accounts with Domain Admin security level did work but again this was a fresh build. So hopefully this quick blog will be helpful.
Just another day in the trenches!