It's likely a permissions issue. Have you tailed the log files while trying to access the health check?
tail -100f $SPLUNK_HOME/var/log/splunk/splunkd.log
The problem is most likely that you are clicking on
Monitoring Console which is unfortunately always present in the GUI, even though your Search Head is not actually (configured as) a Monitoring Console. Despite how it may appear, it doesn't "just work"; there is some admin-level setup and it MUST NOT be done on a regular Search Head.