If you receive this error, make sure at least one of the users in your tenant is enabled for work accounts in the Microsoft Advertising web application. You need to follow some additional steps within Bing Ads to enable the work account:
Please also double check that all of the app registration steps were followed:
https://learn.microsoft.com/en-us/advertising/guides/authentication-oauth-identity-platform?view=bingads-13#registerapplication