This thread was started back in March. It is now June 27th and I just discovered I have the same issue.
I turned on my laptop for the first time since April and noticed the yellow triangle over the security center in the system tray.
When I click it, the security center opens and I see the same message "Local Security Authority protection is off. Your device may be vulnerable."
If I click on view details, the Core Isolation section has the yellow triangle and the same error about the LSA protection being off.
I can then click the Core Isolation Details link and on the next page, Memory Integrity and Microsoft Vulnerable Driver Blocklist are both ON.
I have tried turning them off, rebooting, and turning them back on and rebooting again but this problem persists. It's been at least over 4 months. Is there going to be a fix for this?
Again, I also went into settings and windows update and checked for updates but it says my system is fully up to date.