Hi @sakuraime ,
You do need to have Owner permission on the Key Vault so that it can create an access policy for Azure Databricks.
Can you verify that you have owner permissions on the Keyvault that you are trying to use for this scope?
You can check this in the IAM settings for Keyvault.
Hope this helps. Do let us know if you any further queries.
------------
Please don’t forget to Accept Answer
and Up-Vote
wherever the information provided helps you, this can be beneficial to other community members.