I used a ST Link V2 (clone), but with STM32CubeProgrammer. I have not used the ST Link Utility for a long time, but found that I still have it installed on the old machine, so I tried using that (GUI version), and the reprogrammed Bluepill still worked OK.
When I did that the ST Link Utility came up offering to program to location 0x08000000 and I left that untouched as that is the correct location. The bin file does not have the location information in it, and if you program it to the wrong location, then you will get trouble.
For a test to see what could happen, I programmed it again, but to wrong location 0x08000008. Now when I plug it in, I get the message like you showed, and in the Device Manager an entry appears for "Unknown USB Device (Device Descriptor Request Failed)"
Are you sure it got programmed to the correct location?