OPENQUERY and server permissions
You asked for ideas--here's mine.

We had similar issues. On SQL Servers where the issue exists try changing the SQL Server service account to a Windows account instead of a built-in account, restart SQL Server, and retry the query.

If you're running these queries with SQL Agent, you may need to change the SQL Agent account to an actual Windows account.

My thought is that build-in accounts can't access Active Directory properly.