Open project files with Project for Office (Plan 1)

Question

Hello.

We have a Project for Office (Plan E1) license. When we try to open Project Online, we receive the message "Looks like you don’t have a license to create projects or roadmaps, but you can view those shared with you. To get a license, contact your Microsoft 365 admin."

The issue is that we're trying to open a Project file that was shared with us but it does not open it. We click on the file or right click and then "Open with Project" but it does not do anything or display a message or any output.

Are we missing something or for what purpose is the E1 license in this case?

Thank you a lot for the help