I believe that you can't turn Cortana on if you don't have a Microsoft Account linked to the PC. So f you have a local account, no Cortana for you. On the other hand, if you have a MS Account linked and you don't want Cortana, you can either use that group policy stuff or unlink your MS Account.
That said, I don't know why'd they do that.
EDIT: The fact that it's still an insider-only feature set as of now may explain why you can't turn it off. That's most likely the reason.