The problem occurs if the version of Windows does not have support for IKE fragmentation or the client certificate is missing from Certificates - Current User\Personal\Certificates.
IKEv2 is supported on Windows 10 and Server 2016. However, in order to use IKEv2, you must install updates and set a registry key value locally. OS versions prior to Windows 10 are not supported and can only use SSTP.
Here is a link for a detailed description of the process that you must follow.
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-troubleshoot-vpn-point-to-site-connection-problems
Hope this resolves your Query!!
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