Hi Tomas,
Can other users create a Team without such problem?
And can you create a Microsoft 365 group in OWA(Outlook on the web)?
How to create a Microsoft 365 group in OWA: Create a group in Outlook
If not either, I suppose the possible cause may still be due to your organization policy.
Here is the link with detailed information on how to limit group creation: Manage who can create Microsoft 365 Groups
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