Solved!!!!
After making the changes in Group Policy, it still didn't work and it still asked me to create a pin. I almost gave up, then I stumbled on the solution:
Change your user account from a "Microsoft account" to a "Local Account" . (Setting > Account > Your info > "Sign in with a local account instead"). I don't know if this work in combination with the Group Policy setting or not, but I do know that, for me,
the GP setting alone didn't do it.
(MS really wants you to log in with a Microsoft account instead of a local account. During the initial setup of a new computer, it is really easy to miss the step to create a local account and instead you are "convinced" to create a MS account. This is
exactly what happened to me. This is a new PC for me in 3 years and in the past, I have never seen this PIN and MS account things.)
History:
The reason I don't want to use the PIN is that using the PIN, my other networked computers cannot access this new PC.. When researching this problem, I saw that using the PIN is the problem. So I changed the logon to password. But ever since the change,
it kept asking me to create a PIN. I researched for a solution and did the changes in Group Policy as suggested here, but it didn't work. Then I remember seeing something about Local Account in dealing with the network problem. That's what gave me the idea
and it worked.
Hope it will work for you too.
Cheers.