I had this issue yesterday. I had to make sure I had set Elevated Contributor Rights in IAM (this is mainly for admins and I just used this for testing - make sure your end users get appropriately restricted permissions) for the share in Azure to my user account and I had to make sure I was on a domain joined workstation that could talk to an on premise DC to authenticate me. Once I did those two I was in fine.
Azure AD Auth for Azure Files
I created a new azure storage, connected it to Azure AD using the powershell and it shows that I connected it successfully. However when accessing the share using the scripts provided for using the map network drive, I get the access denied error
Azure AD syncs to our on prem AD
File Share has ACL set for the share with the user account I'm testing with.
Folllowed the setps in this article: https://learn.microsoft.com/en-us/azure/storage/files/storage-files-identity-ad-ds-enable?WT.mc_id=Portal-Microsoft_Azure_FileStorage#option-one-recommended-use-azfileshybrid-powershell-module
What am I missing?