An error occurred while retrieving policy for this computer 0x80070057

I have installed a new secondary site and everything else configured as per standards and everything working as it should. However when started testing Operating System deployment I have received
 An error occurred while retrieving policy for this computer (0x80070057). For more information, contact your system administrator or helpdesk operator

When I have reviewed the smsts.log, I found below error;
         MP Location returned an empty site code
         CCM::SMSMessaging::CLibSMSMPLocation::RequestMPLocation failed; 0x80004005
Setting wizard error: An error occurred while retrieving policy for this computer (0x80070057). For more information, contact your system administrator or helpdesk operator.

As a starting point;
- The machine is getting IP from DHCP
- Boundary and boundary groups configured correctly
- OSD works fine in other sites
- Used BootMedia instead of PxE

Initially I have created the boot media using Dynamic Media. This time I have created Site-based media then tested again.

That worked without giving any error.
So when you have multiple sites, if you are using boot media to boot into the task sequence use Site based media option when creating the boot media.