Further details,
Reviewing the Sign-in diagnostic I get this message:
Based on the information you provided we have identified following issue and recommend taking the action to resolve the issue.
Error Code: 65001
Message: The user or administrator has not consented to use the application with ID '{identifier}'{namePhrase}. Send an interactive authorization request for this user and resource.
More information in: https://learn.microsoft.com/en-us/azure/active-directory/develop/reference-aadsts-error-codes
AADSTS65001 DelegationDoesNotExist - The user or administrator has not consented to use the application with ID X. Send an interactive authorization request for this user and resource.
I have followed the guide and I have ensured to delegate permissions using Microsoft Graph, the only difference I see between the guide and my implementation is that when I am authorizing the user, in the Permissions Requested page I do not get the checkbox that says: Consent on behalf of your organization.