Import-Module for PnPSharePointPowerShell2019 returning "Operation is not supported"

[MartinHatch]

Working on a client SharePoint 2019 environment. It is heavily locked down and the server in question does not have internet access.

I am trying to load PnP-PowerShell into a session (as I have done hundreds of times before) with the following command:

Import-Module "D:\PnPPowerShell\SharePointPnPPowerShell2019.psd1" -DisableNameChecking

This then results in the following error message:
Import-Module : Could not load file or assembly 'file:///D:\PnPPowerShell\PnP.PowerShell.2019.Commands.dll' or one of its dependencies. Operation is not supported (Exception from HRESULT: 0x80131515)
Note - some of the files were showing as "blocked" and I unblocked them using the command:

gci "D:\PnPPowerShell\*.dll" | ? { Unblock-File $_ }

Operating System: Window Server 2019 (Std)
PowerShell: v5

[MartinHatch]

sigh ... why is it something gets resolved 30 seconds AFTER you finally post something to GitHub ???

So the answer appears to be this;

Run Unblock-File against the folder.
Then CLOSE THE POWERSHELL WINDOW AND REOPEN IT

(give me strength!)