I am working with a new client, and I have to connect to their Azure Sql Server database.
So I use SQL Server connector in Power BI, I type the server name (the one I use to connect using SSMS), then I authenticate using Microsoft account login.
It gives me this error:

I literally have no idea how to troubleshoot this and get on with my work. I tried using ChatGPT, internet search, but nothing useful.
A colleague of mine is using Remote desktop connection, he rebooted his machine, and was able to solve this (he had the same error). I am using AWS.

Any help will be appreciated!