For those still having issue with this:
Enable Databricks Apps - On-Behalf-Of User Authorization (Click on your user and then 'Preview'). For this to take effect, you need to shut down your app and start it again.
Add scopes to your app by editing the app. To edit scopes, your app must be stopped.
After configuring scopes and restarting the app, you may need end the login session and login to databricks again for scope changes to take effect. My databricks instance is configured with Google Workspace SSO, so I had to end my google session and login again for it to work.