group policy - Windows 10 “Some settings are managed by your organization” (gpedit.msc does not work)

I am using Windows 10 Pro. Suddenly I see a strange warning "Some Settings Are Managed By Your Organization."

I Googled it and found a solution something like this :

In the Group Policy Editor (gpedit.msc), go to Computer
Configuration/Administrative Templates/Windows Components/Data
Collection and Preview Builds.

Find the Allow Telemetry item and double-click it to edit the
policies.

Change the setting to Enabled. Change the drop-down menu entry to
3-Full and click Apply.

Now open the item again and change its Setting to Not configured and
hit the Save button.

Somehow this is not working in my case, I want to change my start menu but Windows won't allow me being an Admin to the PC.