Sql-server – Invoke-PolicyEvaluation fails with xml files on network location

I am just starting to explore using Policy Based Management in SQL 2016. I created a policy that runs in SSMS just fine. I exported the policy to a folder on the local machine (VMSk1) that is shared to Everyone/read. I go to a second machine (VMSk2) and execute the following powershell. The idea was to have a central location for the xml export files and run on any server….

$Path = "\\\vmsk1\PolicyExports\AllDatabasesInSync.xml"
Invoke-PolicyEvaluation -Policy $Path -TargetServerName $env:computername

…I get the following error…

Invoke-PolicyEvaluation : File 'Microsoft.PowerShell.Core\FileSystem::\vmsk1\PolicyExports\AllDatabasesInSync.xml' does not have a valid XML format that can be deserialized to a policy.

If I copy the file to VMSk2 and run…

$Path = "c:\PolicyExports\AllDatabasesInSync.xml"
Invoke-PolicyEvaluation -Policy $Path -TargetServerName $env:computername

…the policy will execute.

I tried

$Path = "\\\vmsk2\PolicyExports\AllDatabasesInSync.xml"

and it failed.

So I am left with the conclusion that the cmdlet will not work with an xml file located anywhere but a local drive; which seems just plain wrong.

Am I missing something? Why can I not execute the policy using an xml export file from a network share?