Default for PrincipalPolicy has changed

Currently [PrincipalPolicy](https://github.com/dotnet/dotnet-api-docs/blob/master/xml/System.Security.Principal/PrincipalPolicy.xml) states that the default is _UnauthenticatedPrincipal_. This changed for .NET Core (and .NET 5). It is now _NoPrincipal_ (see [AppDomain.cs](https://github.com/dotnet/runtime/blob/master/src/libraries/System.Private.CoreLib/src/System/AppDomain.cs))

Also the [SetPrincipalPolicy example](https://github.com/dotnet/dotnet-api-docs/blob/dc599c5db9e3464765b4e8c319bc22e525f4eebf/samples/snippets/csharp/VS_Snippets_CLR/ADPrincipal/CS/adprincipal.cs) does not behave the same under .NET core. As the new default for PrincipalPolicy is NoPrincipal it will only show principals for the second and third thread.