System Tray shows that the ZeroTier was properly Joined and status was "OK", however, it just doesn't connect to the server.
Found Missing or Disabled ZeroTier Network Adapter
Control Panel > Network & Sharing Centre > Network Adapter, found missing ZeroTier adapter or ZeroTier adapter disabled.
Open Control Panel > Network and Internet > Network and Sharing Center > Change adapter settings
Right-click "ZeroTier One" adapter > Enable it