Hello @Ryuta Motomori,
Thank you for posting your query on Microsoft Q&A.
This type of error often occurs when authenticating to Microsoft Entra Connect if the user account does not have a registered multi-factor authentication (MFA) method. If you're prompted to register a new MFA method from the Entra Connect prompt window, this is expected behavior, as adding a new MFA method directly from Entra Connect is not supported. To resolve this, I recommend first registering a new MFA method using the Edge browser. Once registered, you should be able to connect to Microsoft Entra Connect without issues. You can register your MFA method at aka.ms/mfasetup.
I hope this information is helpful. Please feel free to reach out if you have any further questions.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Thanks,
Raja Pothuraju.