(42) This app has been blocked by your system administrator

This happen earlier when I was setting up Autopilot for a customer, this has happened numerous times for me in the past. You get this prompted like so.

The reason you get this is because of the Windows Security Baseline that is applied, by default, this denies user elevation prompts with the message.

Solution:

1. Navigate to https://endpoint.microsoft.com/ then select Endpoint Security then Security Baselines.

2. Update the existing Security Baseline, search for Local Policies Security Options, then search for Standard user elevation prompt behavior and select Prompt for credentials.

3. Select Review + save to commit to the changes.