Hi Feline,
We appreciate it for bringing this up to us. The error message appears if your account has some restriction to play multiplayer games on Xbox Live. This normally occurs if you're using a child account. Changing your privacy and online safety settings will help to allow your account to play multiplayer. I suggest that you check your account privacy and online safety settings on Xbox.com so that you can make sure that you successfully allow everything to play multiplayer. To get started, kindly sign in to your Xbox account on this link.
Let us know if that works for you.