Access by anonymous users must be restricted. If this setting is enabled, anonymous users have the same rights and permissions as the built-in Everyone group. Anonymous users must not have these permissions or rights.
To fix this configure the policy value for Computer Configuration >> Windows Settings >> Security Settings >> Local Policies >> Security Options >> "Network access: Let Everyone permissions apply to anonymous users" to "Disabled".
STIG: Server: https://www.stigviewer.com/stig/windows_server_2019/2020-06-15/finding/V-93293