Credit to Charlie Russel, you can change it using Powershell
First, find out what is the InterfaceIndex of the NIC that you are planning to modify:
It will return something similar as below
Name : Unidentified networkInterfaceAlias : vEthernet (Local-10) InterfaceIndex : 18 NetworkCategory : Public IPv4Connectivity : LocalNetwork IPv6Connectivity : LocalNetwork
Once you found the InterfaceIndex, you can use the command below.
Set-NetConnectionProfile -InterfaceIndex 18 -NetworkCategory Private