I think the site under test has the single sign-on feature in Azure AD.
JMeter needs to break through the certification.
The following will be helpful.
You need to get the Azure AD token from the two options and send the token on request. Option 1 is easy but not fully automated. Option 2 is difficult, but it can be fully automated.
https://stackoverflow.com/questions/41818784/how-to-do-a-oauth-2-0-authentication-in-jmeter