As I understand you are following the steps outlined in doc : Tutorial: Deploy to Azure App Service with Jenkins and the Azure CLI - To better assist you on this, kindly share a screenshot of the issue or error that you are seeing? ( after concealing any private details)
edit:
Just to isolate, if you haven't done already so;
Ensure that right Azure subscription is selected
You may close-out, re-login and then check.
Kindly let us know, I'll be happy to follow-up further.