I think Herman is referring to the Activity Log connector rather than the Azure Active Directory connector.
I assume it may already be working if you check again. The connector will only record new activity and this log may be bursty due to the level of administrative activity in the subscriptions. The connector will light up as active once data starts flowing to the AzureActivity table. You can also verify that the table has data in logs.
Please let us know if this issue persists.