Well it's actually opposite. LDAP doesn't support PEAP MSCHAPv2.
What identity store are you referring to? Can you please go to Access-policies > default network access > identity. Let me know what you see there. If you have a identity sequence store selected there then go to User & identity store > Identity store sequence and edit the one you have selected for wireless authentication. I will be able to tell you why you're seeing this error.
Ok then the one you posted initially where you see " identity store does not support the authentication" for PEAP is surely going to LDAP server. Replace LDAP with AD or configure the endpoints to either use EAP-TLS or EAP-GTC instead of PEAP-MSCHAPv2.