I've successfully installed application insights auto-instrumentation on servers.
I've noticed a pattern where certain applications (root sites), the app insights data doesn't appear for these.
I'm using IIS and .NET 4+ (sadly ...)
The packages mentioned in the troubleshooting are not present and thus not causing an issue.
This is because they are old .NET sites and the httpRuntime isn't set, and they are older than 4.6.