This is known as an UEFI lock. If you have a deployed SkuSiPolicy.p7b, there is a set of reg keys in Windows which controls whether enforcement is enabled. One of the risks is the reg keys can be modified by anyone with Admin privileges, so an attacker could disable enforcement by modding values.
To prevent this scenario, Windows can write authenticated variables to the UEFI (which are hidden from normal Windows) which declares enforcement will happen, regardless of what the registry calls for.
When the UEFI lock is in place, deleting the SkuSiPolicy file from the EFI confuses Windows, since it's expecting to enforce policy by reading rules from a policy file that no longer exists.
This is why the script now has the UEFI Variables section to report whether DeviceGuard (SkuSiPolicy) or CredentialGuard (LSASS) are "UEFI locked".
The current guidelines instruct to you disable Secure Boot, reboot, and then delete the SkuSiPolicy. After you've removed SkuSiPolicy, shutdown and re-enable Secure Boot. I should probably expand the instructions for removing SkuSiPolicy so it's more clear.
Guidance for blocking rollback of Virtualization-based Security (VBS) related security updates - Microsoft Support