Despite of lack of context(Blob storage or Azure Files) I assume your are trying to use Azure Files storage in Azure Portal with turned off "Allow storage account key access" option on Storage account. Screenshot of that option in already exciting Storage account.

This 'issue' is already explained by Microsoft employee on learn.microsoft:

...If you disable account access keys, you will not be able to access Azure Files or Table storage as they do not support (yet?) Azure AD authentication. Azure Storage supports Azure AD authorization for requests to Blob and Queue storage only....