Hi @Natan ,
Please make sure that you have met all the prerequisites.
To use Azure AD Application Proxy, you must have an Azure AD Premium P1 or P2 license and it cannot be expired.
https://learn.microsoft.com/en-us/azure/active-directory/app-proxy/application-proxy-faq
If you have the correct licenses and are still running into this issue, feel free to send me an email (at the address included in the private comment), and I will gladly open a support case for you.