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We understand from your query that you are experiencing an issue after enabling Disk Encryption at Host on a Windows VM, the policy is still shown as non-compliant. Please try below troubleshooting steps that I felt will help resolve the issue you reported.
There are many causes for this as Policy evaluation may not be updated, Policy definition might not be in the latest version. Try this troubleshooting steps virtual machines should enable Azure Disk Encryption or EncryptionAtHost.
Please try these steps How to debug unexpected Azure Policy compliance status for Azure resources?
For more information on Policy issues, please check Scenario: Compliance isn't as expected
Determine causes of non-compliance
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