This article explains why this happens and why:
Some Programs Cannot Access Network Locations When UAC Is Enabled.
The above linked article also shows how to work around the issue by a registry modification using regedit. Here is a Powershell command that does the same registry modification. Don’t forget to run Powershell as Administrator.
New-ItemProperty -Path HKLM:\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\System -Name EnableLinkedConnections -Type dword -Value 1