We had an issue in our environment where when a user first logged onto a Windows 10 workstation their Internet Explorer home page wasn’t set to our intranet. This issue occurred even though the home page was being set via GPO. We determined this was due to how Windows 10 provisions profiles on first logon.
In order to fix this we had to enable the following GPO:
User Configuration / Policies / Administrative Templates / Windows Components / Internet Explorer / Disable external branding of Internet Explorer

Sources:
https://msdn.microsoft.com/en-us/library/ms814824.aspx
https://social.technet.microsoft.com/Forums/windowsserver/en-US/85ca6bdb-bfc4-4fbb-9501-4a0a90492e17/home-page-gpo-keeps-resetting?forum=winserverGP