Most probably, the application is running under different user credentials. Due to limitations in the underlying Microsoft Active Accessibility, we cannot record on applications which run under a different user credential from the user running Coded UI Test Builder.
NOTE: This restriction is applicable even during playback. If you are running a Coded UI Test on a user session where the test agent is running with different credentials than the currently logged on user, the Coded UI Test will fail. Similarly, if you are running the Coded UI Test from a Build agent, you should ensure that the Build agent is running under the same credentials as the current logged on user.