I've encountered this issue as well, and will share my experience here.
We've had to connect to multiple client's Azure tenants through the Graph API. Our goal was to read their incidents and alerts. Specifically, we needed to query the "alerts_v2" and "incidents" endpoints. This is where we got this cryptic error.
It was certainly not permission-related. We checked all required permissions and ensured they were provided to the Microsoft App we were using. They were. Additionally, we were able to query "alerts" endpoint (deprecated as of now), but not "alerts_v2" and "incidents".
We got into contact with Microsoft about this problem, or at least their Indian delegated tech support "Convergys". I've had to set up numerous calls, screenshares, etc., only for them to tell me ultimately:
"After going through the details, we could see that you hold the License for Microsoft Defender for O365. And we are from Microsoft Defender for Endpoint Team. To get you issue resolved, I will be routing case to the dedicated team and they will reach out to you accordingly."
Not only did they waste my time, but additionally their conclusion that this is Defender for O365 (or any defender, for that matter) related is completely wrong. The alerts/incidents endpoints are specifically for getting all alerts/incidents, i.e. Defender for Endpoint, Defender for Office, Identity Protection, and so on.
At this point we escalated within Microsoft to get decent support. They put another team on the issue. After much deliberation, they came back with "You will need a Microsoft Defender Endpoint license to use the graph query." Again, completely false, which I pointed out as per above. Microsoft reviewed the issue, and after a month came back with the same answer.
Overall a terrible support experience. If you ever thought you didn't know Microsoft, fear not, Microsoft themselves don't know Microsoft either.
In the end, however, we did get the Graph API working. I have no idea how. Over time, one after another, the connectors just magically seemed to fix themselves. We have not changed anything related to the application and its permissions. I can not give a better answer to this question other than to wait. Funny how in the end the connector is working, still without a Defender for Endpoint license.