@Kah Yong Lau I'm glad to see you were able to resolve your issue. Thanks for posting your solution so that others experiencing the same thing can easily reference this. Since the Microsoft Q&A community has a policy that the question author cannot accept their own answer, they can only accept answers by others, I'll repost your solution in case you'd like to Accept the answer.
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Issue:
You're encountering the error Feature is not supported, missing approval for one or more of the following features: Identification.
while accessing the Azure AI Face Service for 1:1 verification.
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Resolution:
You had reached out to the Azure AI Vision Face Team, and they have granted you the access and it is working now.