Audit failure 5061 after logging in to Windows 10

Logging in to Windows 10 Build 10547 I see for a split second a message box pop up.

There's no time to read it as the login succeeds.

In the event log I see:

Audit failure 5061 with a task category of System Integrity
The event directly previous is fetching a key from C:\ProgramData\Microsoft\Crypto\SystemKeys\

It says the key type is a user key.

Inside the 5061 Audit failure is the following information:

Cryptographic operation.

Subject:
Security ID:        SYSTEM
Account Name:       WIN-SOA3U4S9MJA$
Account Domain:     WORKGROUP
Logon ID:       0x3E7

Cryptographic Parameters:
Provider Name:  Microsoft Software Key Storage Provider
Algorithm Name: RSA
Key Name:   454822bd-d329-d1b0-4211-07ccee6df7b8
Key Type:   User key.

Cryptographic Operation:
Operation:  Open Key.
Return Code:    0x80090016

The details tab contains

System 

  - Provider 

   [ Name]  Microsoft-Windows-Security-Auditing 
   [ Guid]  {54849625-5478-4994-A5BA-3E3B0328C30D} 

   EventID 5061 

   Version 0 

   Level 0 

   Task 12290 

   Opcode 0 

   Keywords 0x8010000000000000 

  - TimeCreated 

   [ SystemTime]  2015-09-27T21:28:17.888978900Z 

   EventRecordID 6545 

  - Correlation 

   [ ActivityID]  {2E32FFFF-F96B-0003-D003-332E6BF9D001} 

  - Execution 

   [ ProcessID]  936 
   [ ThreadID]  408 

   Channel Security 

   Computer WIN-SOA3U4S9MJA 

   Security 


- EventData 

  SubjectUserSid S-1-5-18 
  SubjectUserName WIN-SOA3U4S9MJA$ 
  SubjectDomainName WORKGROUP 
  SubjectLogonId 0x3e7 
  ProviderName Microsoft Software Key Storage Provider 
  AlgorithmName RSA 
  KeyName 454822bd-d329-d1b0-4211-07ccee6df7b8 
  KeyType %%2500 
  Operation %%2480 
  ReturnCode 0x80090016 

What is going on, and how do I fix it?

In windows 10, checking "delete browsing history on exit" in internet explorer 11 will generate this audit error.

Error is not generated in edge, firefox or chrome.