ADMX files are XML‑based administrative template files, which were introduced with Microsoft Windows Vista Service Pack 1 and used instead of ADM files. ADMX files are language‑neutral and support a multilingual display of policy settings. The file structure comprises a language‑neutral (.admx) file and a language‑specific (.adml) resource file. Multilingual support allows administrators in different countries to work with the same ADMX files and see the descriptions of the Group Policy settings in the local language. For more information about the difference between an ADM and ADMX file, see What are the differences between an ADM and ADMX file, and how to update the central store for Group Policy Administrative Templates.
Microsoft Windows manages ADMX files from the central store that is a central location in the domain. The central store enables you to read ADMX files from a single domain‑level location on the domain controller. You cannot manage ADMX files if you do not create a central store. - This is the reason for the error.
Administrative templates retrieved from the local computer
As you can see from the screenshoot below, all other sessions are populated except for the All Settings under Administrative templates retrieved from the local machine. Nonetheless, One of the first things to look at is: Where are the policy definitions being retrieved from? The default for an Active Directory environment is from the local machine, as shown in the image above.
Note: You cannot manage ADMX files if you do not create a central store. For more information about creating the central store for Group Policy Administrative Templates, see the following link. However, When this is implemented, the Group Policy Administrative Templates should look like the image below.
Furthermore, I hope you found this blog post on Administrative templates retrieved from the local computer helpful. Please let me know in the comment session if you have any questions.