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Try Adding a scope of "Directory.Read.All and consent if prompted as it is needed for group members and user details
Connect-MgGraph -Scopes Directory.Read.All
Also , If you are making a PowerShell connection to your GraphAPI app, make sure your GraphAPI permission type in Entra is using Application consent and not delegate consent!
Please let us know if any questions.
Kindly accept answer if it helps
Thanks
Deepanshu