Please note that Palo Alto has a mistake in the latest versions of the documentation.
Step 1, Section 4, Bullet 1 -
This cost me about 4 hours this evening trying to figure out why I was getting the same "Cannot open config reg log key with error 5(Access is denied." error. Hopefully it saves someone else some time in the future. The other article referenced above does say it could be "EITHER" of these two locations. However, for me that was incorrect. I stopped looking when I found the first location, but both registry locations actually existed. The first one is related to Global Protect and appears to have no effect on the User ID Agent service. I am running it by only setting permissions on the second location I provided.