Hello Dorra,
Thanks for your question.
The error usually occurs, if you are connecting Azure AD with Insufficient privileges (user has no admin privileges) or connecting with the wrong Tenant-ID
Try to connect again using:
Connect-AzureAD -TenantId "<Your-Tenant-ID>"
If you have multiple tenants or are unsure of the permissions, reauthenticate with an account that has admin privileges in the correct tenant. e.g Global Admin.
See: https://learn.microsoft.com/en-us/azure/role-based-access-control/role-assignments-list-portal
Get-AzureADDirectoryRole -ObjectId "<user>"
You can mark it 'Accept Answer' and 'Upvote' if this helped you
Regards,
Abiola