Ran into the issue today of a broken autologon due to the Windows 24H2 security baseline being applied.
Fixed it by setting the 'Device Lock', 'Virtualization Based Technology', 'Device Guard' settings to 'Not Configured' as these seem to force a reboot during ESP which in turn causes autologon to break. We also added *S-1-5-113 to the "Allow Local Log On" setting under 'User Rights' to allow local users permissions to log on. And we set "Accounts Limit Local Account Use of Blank Passwords to Console Logon Only" to 'Not Configured' under 'Local Policies Security Options' which is probably not necessary but you never know.
I really wished Microsoft would document these kind of things instead of letting their customers find out by themselves. Or even better, fix the autologon breakage so that it handles reboots during ESP (crazy idea, I know).