Correction. I was thinking of Azure Monitor Export.
This is working partially, you can see the subscription. This is likely a permission issue on the user for the destination tenant. At a minimum, that user needs reader from the subscription to the workspace. Also write access or Log Analytic Contributor on the workspace.
Though MDFC stores Defender for Servers data in a log analytics workspace. This Continuous Export option does not appear to include the workspace data, only the subscription-level data stored in the resource graph. So the local workspace data is not exported I think.
Even though the documentation does not refer to Lighthouse directly, you may consider this instead. Using a guest account seems problematic. Like using a user account as a service account.