Windows 10: Mapping Drives via GPO Script Failing

Some days ago I’ve upgraded some pc’s to Windows 10.
After that we’ve verified that using old-legacy software we cannot get any mapped drive (via GPO Script) using folder/file explorer.
If we link this disk on desktop, and try to use it, we get an error.
The only solution is to enable the “Linked Connections”.
1) In Registry Editor, locate and then click the following registry subkey:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\System
2) Right-click Configuration, click New, and then click DWORD (32-bit) Value. Name the new registry entry as EnableLinkedConnections.
3) Double-click the EnableLinkedConnections registry entry and type 1 in the Value data field: then click OK.
4) Exit Registry Editor, and then restart the computer.