@Romain PHILIPPE Can you make sure that you are logged in to the Edge browser with corp credential and try again.
This might happen if the device is not correctly registered to AAD or if the devices are in dual state.
To troubleshoot the device state you can use the following PowerShell script to verify the device health :
https://gallery.technet.microsoft.com/Device-Registration-84e1fa4f and check for option 5.
-----------------------------------------------------------------------------------------------------------------
If the suggested response helped you resolve your issue, please do not forget to accept the response as Answer and "Up-Vote" for the answer that helped you for benefit of the community.