Hello @saurabh bhandari
From the error, the Entra ID object you are trying this with doesn't have the required permission to complete the task. You need to be assigned at least a key vault Reader role on the subscription or Resource group to be able to do this.
However, from the link you added, you are trying to purge deleted key vaults. If that is the case, I would advise you to be assigned at least a key vault contributor role.
For more information regarding the required permissions, follow this link https://learn.microsoft.com/en-us/azure/key-vault/general/rbac-guide?tabs=azure-cli
Let me know if further assistance is needed.