Based on the error message, it states your personal account is not support to set up Data Catalog since it can meet the prerequisites. As we know, to set up Data Catalog, you must be the owner or co-owner of an Azure subscription, and you must be signed in with an Azure Active Directory (Azure AD) user account.
But, by using the Azure portal, you can sign in with either a personal Microsoft account or an Azure Active Directory work or school account. To set up Data Catalog by using either the Azure portal or the Data Catalog portal, you must sign in with an Azure Active Directory account, not a personal account.
For more details, you may check out MSDN thread which addressing similar issue.
Hope this helps. Do let us know if you any further queries.
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