I found a windows 7 VM where I could reproduce the issue, it was caused by the needed root certificate not being installed in the windows certificate store, as I thought.
You can manually download and install the root certificate if you want, its name is DST Root CA X3 or simply installing all windows updates should the trick (unless your windows is locked down by some kind of group policy.
The root certificate is here:
https://www.identrust.com/certificates/ie.html