From above description it seems like you are trying to access data connector blade in Microsoft Sentinel but getting an access restriction prompt.
Please do correct me if this is not the ask by responding in the comments section.
This seems to be an issue due to conditional access policy for a device state or the account you tried to login with does not have enough permission on the tenant directory.
To start with CA kindly navigate to Entra.Microsoft.com > Protection > Risk activities > Look for Risky sign-ins or risky detections > choose the events referring to the error above and look for basic info and conditional access triggers. PFB screenshot for reference.
- Try using Microsoft edge as other browsers without extension or outdated versions may not carry the device info (session ID and device ID) while proving the device identity via PRT.
- For 2nd scenario related to the user permission or directory information, kindly validate if you are logged into correct directory and if the account used is the desired one. Once confirmed switch to correct directory by choosing it.
Please "Accept the answer (Yes)" and "share your feedback ". This will help us and others in the community as well.
Thanks,
Akshay Kaushik