@Dung Tan Hoang Nguyen - I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to accept the answer .
Ask: Cannot access Role and permissions page in Data Catalog solution on Microsoft Purview portal?
Solution: The issue is resolved. We managed to solve the problem by modifying my account from guest to member of my client tenant with the same domain in the principal name. Then I accessed the Roles and Permission page again and it worked this time.
If I missed anything please let me know and I'd be happy to add it to my answer, or feel free to comment below with any additional information.
If you have any other questions, please let me know. Thank you again for your time and patience throughout this issue.
Please don’t forget to Accept Answer
and Yes
for "was this answer helpful" wherever the information provided helps you, this can be beneficial to other community members.