A Microsoft desktop and app virtualization service that runs on Azure. Previously known as Windows Virtual Desktop.
Hi,
Do you have following RBAC role: "Virtual Machine User Login"?
And you have to be added to "Remote Desktop users" local group on the VM.
More details:
https://learn.microsoft.com/en-us/azure/active-directory/devices/howto-vm-sign-in-azure-ad-windows
Hope this helps!