Hyper-V: Virtual Machine failed to change state (Windows Server 2016 / Windows 10)

When you try to Apply a previously saved Checkpoint (snapshot) to a virtual machine in Hyper-V running Windows Server 2016, Windows 10 or Windows Server 2012 R2, a bizarre error message consistently appears even with full administrative rights on the machine:

[Window Title]
Virtual Machine Connection

[Main Instruction]
The application encountered an error while attempting to change the state of ‘virtmachine’.

[Content]
‘virtmachine’ failed to change state.

The operation is not supported.

[Close]

If restarting the “Hyper-V Virtual Machine Management” (vmms) and “HV Host Service” (HvHost) service does not help, a cold machine reboot should fix this rather strange issue.

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