I applied this update:
2019-10 Windows Server 2019 - Cumulative Update for Windows Server 2019 (1809) (KB4520062) and it stopped the Windows Defender Advanced Threat Protection Service (Sense).
I uninstalled the update and the service started working. This happened on 5 servers. I've restarted the Servers, Restarted the Service, and tried to onboard the device again. With no luck. Any ideas?