hi i had the same issue and i was able to resolve it by :
- check if your hostpool is a Validation enviroment - https://learn.microsoft.com/en-us/azure/virtual-desktop/create-validation-host-pool?WT.mc_id=Portal-Microsoft_Azure_WVD
- make sure that you granted proper roles on a reasource where your AVD is located. you need to grant AVD users (or a group) Virtual Machine User Login role
After that just restart the VM and it should be fine.
However after doing all that im still unable to access my AADJ HP from a Remote Desktop client app.
Im getting an error 0x9735.
What is more i can connect to HP from a RD web client just fine.
It seems that AADJ on a Hostpool is still a unmatured feature.