Welcome to Microsoft Q&A Platform, thanks for posting your query here.
Are you using full desktop or Remote App? OneDrive Sync app is not supported in Remote App scenarios.
If you have used the marketplace image with M365 Apps then OneDrive will get installed correctly. It could be likely a GPO or something in the user profile that is breaking it from launching.
Verify you don't have any GPOs in place and/or anything in their profile that's breaking it (does it launch on a new profile container if using FSLogix).
If this still does not work, then requesting you to open a support case to troubleshoot the issue.
Hope that helps.
Please 'Accept as answer' if it helped, so that it can help others in the community looking for help on similar topics.