The data importer in the sample is an Azure Function. It uses an application client (service principal) to access the FHIR service and write data to it. Because the importer was able to read json files in Storage as shown in the error msg, it is likely that the error was resulted from lack of access permission.
Find the application client first from the deployment out, or from the Azure portal, Azure Active Directory. Check if the importer Azure function has been granted with the globalAdmin role through the Azure AD and Application Registration user interface, or the FHIR Data Contributor role through the FHIR service interface in Azure. Note that if the application client is in a different tenant than the tenant for the FHIR service, you can use the first option to grant the globalAdmin role.