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Replication Error 20084 on SQL Server 2019

I ran into a weird issue:

Iwas helping out with a SQL Server upgrade recently, going from 2016 to 2019. We ran into a problem when trying to run replmerg.exe for a merge replication subscription. Specifically, we were getting error code 20084, which means that the replication process couldn’t connect to one of the instances. Interestingly, the process couldn’t connect to the local instance, and the failure was immediate—that is, within a couple of milliseconds. There was nothing in the management logs on either the distributor server or the subscriber server which indicated a problem. We were able to connect both sides together just fine—from the subscriber, we could connect to the distributor, and from the distributor, we could connect to the subscriber.

Click through for what error code 20084 typically means, as well as what turned out to be the problem here.