@Mohamed jihad bayali thank you for showing interest in SQL Insights.
I understand that you are trying to enable SQL Insights for an Azure VM hosting SQL Server. Based on the error received, it seems that the Connection strings field as below only contains the sqlVMConnections in your case (as you are only configuring it for monitoring SQL Server installed on Azure VM):
Please add the parameters with all the 3 type of connection strings. You can add value only in sqlVMConnections field and leave the other 2 empty. For example, in the image above, sqlVMConnections and sqlManagedInstanceConnections are empty but are still included.
Also, ensure that all the supported pre-requisites are met for enabling SQL VM Insights.
Please let me know if you have any questions. Please 'Accept as answer' and ‘Upvote’ if it helped so that it can help others in the community looking for help on similar topics.