That Account Doesn't Exist

I'm trying to move a Microsoft Access database to Azure SQL, and use an existing Access application to access the database. I created a user in Azure Active Directory, and gave it permission to read and update the database in SQL Management Studio. I signed in to Azure Portal (portal.azure.com) with this new ID, and set up MFA for the user using Microsoft Authenticator. All good so far. When I try accessing the database using the Azure Interactive method in my connection string, I get prompted to enter the ID and password, and then the MFA with Microsoft Authenticator kicks in. I authorize the access, and then I get the error that "That user doesn't exist". Obviously, the user exists, as I just created it, and successfully logged in to the Azure portal.

What do I need to do to get this to work?

Thanks

Doug