@SEA Kok Ping Thanks for your quick update.
Based on my search about this error message, I find that someone configure "Web sign in" policy will meet it. Please make sure if you configure this policy.
https://learn.microsoft.com/en-us/answers/questions/2103875/web-sign-in-method-we-can-t-open-that-page-right-n
If you have deployed this policy, please make sure your device is Not a hybrid Entra ID joined device.
Hope it will give you some ideas.
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