I started to reply that USB power couldn't be the problem since their indicator lights flash, turn blue and stay on like they're supposed to, etc. (which is almost certainly true) when I caught myself wanting to say "and MPLAB 8 sees 'em" but, this being a new machine, I'd never needed or installed MPLAB 8. So, while this appeared to the the same problem from the W510 in 2018... Maybe not.
So I installed MPLAB 8 and it doesn't appear support the ICD 4 or PICkit 4. But it saw the PICkit 3 just fine. Then I went back to MPLAB X and now it also saw the PICkit 3. Hmm.
I unplugged the PICkit 3 and plugged in the PICkit 4 and BOOM, MPLAB X went off the rails and "zombified." That is, the dialog it had open to select a programming/debugging tools just vanished of its own accord and then couldn't be summoned again. I tried to close/restart MPLAB X but even its close button in the upper right was broken (flickering red at the mouse rather than staying red while the mouse is present) and unresponsive. Clicked close a bunch and then gave it a few minutes. Finally gave up and just restarted the machine.
Then MPLAB X would see the PICkit 4 but absolutely refuses to work with it. Lots of log delays, hangs, zombified UI and the, apparently very famous, "Reception on endpoint 129 failed (err = -10121)" error. I found that all over the forums with little help till I found this entry: https://www.microchip.com/forums/m1129490.aspx?tree=true
which lead me to this entry: https://www.microchip.com/forums/m1128487-p2.aspx#1128717
Apparently the problem, or at least one of them, is conflicting Microsoft and Microchip WinUSB drivers. Sure enough my PICkit 4 was using the Microsoft one. Redirected it to the Microchip one installed with MPLAB X and... No help. Same problem. MPLAB X makes some connections to the PICkit 4 for status and such then fails with "endpoint 129" errors.
After some hours fighting with that, I tried my ICD 4. MPLAB X both sees it (with the Microchip WinUSB driver) and can use it. Woot! So... The "Windows see the devices but MPLAB X doesn't" problem is essentially solved but I'm still unclear what actually fixed it. My guess is that installing good 'ol MPLAB 8 installed or configured a driver or some such. Or, could be that the machine was in a sad state (sometimes days or weeks between reboots) and maybe the reboot fixed it - tech support 101, precisely because sometimes it actually works. Dunno. But I'm moving forward and still have no idea why the PICkit 4 won't work. Weird...