Isso finalmente recebeu uma resposta da Microsoft através do Feedback Hub. O link para o item de hub de feedback específico está aqui: link , mas copio / colo a resposta caso as pessoas não consigam ver isso:
In the Windows 10 Anniversary Update, domain joined users who connected their Microsoft Account (MSA) could roam settings and data between Windows devices. Many IT Pros told us that this functionality was not consistent with their policies for managing information owned by the organization. They did not want their PCs roaming to an individual’s personal cloud. A group policy to prevent users from connecting their MSAs did and does exist, but this setting also prevents users from easily accessing their personal Microsoft services. To address IT Pro concerns, we removed the ability for domain joined machines to roam with an MSA. Enterprises can still enable Enterprise State Roaming with Azure Active Directory.
Acho que essa é uma das coisas em que minha primeira máquina foi aprovada na página, já que ela já estava ativada antes da atualização da CU.