Even though this is not related to NTLite, as I replicated it on a non-edited Windows, it is important enough to review.
As far as I see, only thing influencing this is the Control Panel - Internet Options - Security - Local Intranet - Sites - Advanced
Add
file://127.0.0.1
Then reset icon cache or remake the shortcut to confirm.
You can repeat the same workaround for your network shares.
Seems like latest Windows 10 non-ESU version has a bug in auto-detection of Local intranet sites, it treats them as Internet.
If anyone knows how to generically fix this, please let us know to add that tweak.