Enrolled user denied - new Microsoft Azure Active Directory app

I am setting up MFA for protecting Microsoft Azure Active Directory so we can add MFA for O365.

We are currently using Duo for our VPN service. My account is already enrolled for VPN and is in the Users on the admin panel.

I followed the doc Duo Two-Factor Authentication for Microsoft Azure Active Directory | Duo Security

Is there a Duo policy that I need to change?

I figured it out

Had to change Username normalization to simple

Thanks for sharing your solution!