bwells2 I ran into this same exact issue. I think it's a bug. I was able to work around it by enabling developer options and changing the default USB-C behavior to "file transfer." You can then turn dev options back off, restart, and when you connect a data cable, you'll get the notification that file transfer is enabled. You can then switch it to USB Tethering or whatever else you want.
Obviously, this is not ideal from a security perspective, but as long as you keep the GOS option to disable USB-C when locked, I don't think it's a major security issue.