Exchange Server 2016 Uninstall fails – Access Denied

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Recently I had to support the uninstall of Exchange Server 2016 CU10 on a Windows Server 2019 system. That this setup is not supported is a different topic. In this case, a new Exchange Server 2016 system was placed in service, and the old system needed to be removed from the on-premises Exchange organization.
But uninstalling the Exchange Server failed.