OEMs can customize their Windows 10 LTSC systems to lock down for security any way they see fit. HP tends to do customization to their Thin Clients that fit a specific market model. You will have to contact HP to see how to unlock the system.
Normally, I would use GPO to lock down USB ports: https://www.annabooks.com/Articles/Articles_IoT10/Windows-10-IoT-DeviceBlock-Rev1.4.pdf , but there are some third party software solutions that can offer the same protection on a domain level. HP might be using one of these 3rd party solutions.