No device policy or invalid team name when adding account to WARP


I want to connect to internal services behind a Cloudflare Tunnel from an end user device. My Team domain is

Cloudflare Zero Trust is integrated with Azure AD.

I have a policy (Settings - Devices - Device enrollment permissions - Manage) that allows Azure AD users to authenticate.

I have the standard Cloudflare WARP (version 2022.5.226.0) installed on a Windows 10 computer. I go to Preferences - Account - Login with Cloudflare Zero Trust, accept the policy and type my team name, click OK and get a message saying that team name is invalid or there is no device policy. But I believe that the team name is valid and there is a device policy.

What am I doing wrong, please?