I checked with the internal team. If you upload Windows 10 MS image yourself, you need to reboot before using it.
The Marketplace images do not have this issue as when we put it on the marketplace we reboot it once, before publishing it. This is currently by design because Win10MS is a virtual edition of client enterprise.
If that's not the case with you, few customers also shared they had the issue resolved after disabling Windows Firewall.
Please let me know if any of this applies to you or if you are still seeing the issue and I will further investigate. Thanks.