Login to Sophos Central Self Service Portal with M365 failed

Hello everyone,

we want to use Sophos Central Mail in our company. My goal is to allow users to sign in to Self Service Portal with M365 Credentials, in order to check their quarantine folder.

I've set up Sophos Central to log in with M365 as described here: https://support.sophos.com/support/s/article/KB-000038586?language=en_US

Access in Azure was granted successfully. The settings in Global Settings -> Federated Sign-in are set to "Sign in with Microsoft credentials only"

A test user has the same login ID in Sophos Central and in M365.
When I test the login at central.sophos.com/.../self-service, I still get the message: "You are not allowed to sign in with Microsoft. Please contact your Sophos Central account admin."

Have any of you ever had the same problem and can help me?

Thanks in advance!

Philipp!