Not able to login into Azure Win 10 VM with AAD credentials

Question

I tried below Steps along with adding user in Azure VM still not able to RDP my Azure VM

Steps need to followed to make successful

1. Need to Create VM with AAD extension
   Follow the Steps and Create VM
2. Login with local Admin Credential’s in Win 10 VM or 2019 Datacenter
3. Open CMD with ADMIN and run dsregcmd /status Check device was first option device was Azure AD join set to yes
4. Navigate To This PC> Right Click > Properties >Change Settings >Remote> Allow Remote Connections to this computer and remove the checkbox from Allow connections only from computers running Remote Desktop with Network Level Authentication enabled as shown here.
5. Apply and click OK
6. Close the VM and go to your Physical PC
7. Create a new rdp config file
8. On the computer open RDP from or run open mstsc.exe and click on Show Options don’t enter computer or user
9. Click on Save As… and give it a new name such as VM_RDP, save it somewhere easy to find.
10. Open the saved file(VM_RDP) using Notepad. Verify that the following two lines are present, if not, add them.
11. enablecredsspsupport:i:0
12. authentication level:i:2
13. Save The File
14. On the pc we just edited the config file, open MSTSC.exe or remote desktop and click on show options, then click on Open. Point it to the previously created VM_RDP config file. Enter the IP address or FQDN of the computer you want to RDP to, do not enter any username and click connect
15. you may see the usual RDP prompt…it’s ok, click on Connect
16. You will be inside the device now
17. Click on other User Option give user name as AzureAD\username@keyman .com

Don't forget to follow these steps to put the user in the "Virtual Machine Administrator Login" or "Virtual Machine User Login" role:
https://learn.microsoft.com/pt-br/azure/active-directory/devices/howto-vm-sign-in-azure-ad-windows

Is it mandatory that Windows PC from which we are trying RDP should also be part of that domain.