Update:
Firstly, to report that updating to Windows 10 20H2 didn't change anything.
Later, it occurred to me to try creating a new user profile in Windows: when logging on as the new user, everything works as expected! So it looks like some sort of weirdness with my user profile, which probably has some legacy settings - I've had it since Windows 7, upgraded to Windows 10, so it's been ongoing since 2014.
So probably some setting or other, maybe that Windows 10 can't access in the same way?
Thanks again for all the input, much appreciated.