@Mohammed Azharuddin - Welcome to Microsoft Q&A and thanks for reaching out to us.
Concierge Subscription is more like a MS Sandbox subscription.
Operations you can do in a specific sandbox are restricted, depending on the content of the module you activated Sandbox for. "You don't have permissions to create resource groups" in this specific subscription.
When you start a Microsoft Learn training module, the module might have an option to create a sandbox environment. When the sandbox environment is set up, one of the resources that automatically gets created is the Concierge Subscription. Another resource that automatically gets created is a resource group named learn-GUID.
It looks like the automatically granted permissions in the Microsoft Learn sandbox environment don’t allow a learner to create a new resource group themselves.
If you want/need resources that persist throughout the learning experience using Microsoft Learn training modules, you can always use your own subscriptions (at a cost). There's a little more about that at https://video2.skills-academy.com/en-us/training/support/use-your-own-subscription.
Otherwise, resources creating in a Learn training module sandbox experience are automatically removed after you leave a training module.
Hope this helps. and please feel free to reach out if you have any further questions.
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