Unable to enable Num Lock on brand new HP notebook with Windows 11

Dear Community,

Lately I have setup a brand new HP notebook from the business line which had a preinstalled Windows 11. After finalizing the setup I remarked that I was unable to enable the Num Lock on the external keyboard. I have tested multiple keyboards, connected them either directly to the notebook and via the docking station. With the same keyboards on other computers there is no issue to enable the Num Lock. However, on this particular notebook it doesn't work. 

Based on the explained issue I suspect that it must be a wrong setting on the new machine. However I was unable to find a particular setting to fix this issue.

Do you know any reason why this could happen and how I can solve it?

Best regards,

cmcm