If you're using a Microsoft account and not an Azure AD account, you can run into this issue. Can you confirm that you are using an Azure AD created account when this happens?
AD Connect prerequisites:
Accounts
An Azure AD Global Administrator account for the Azure AD directory you wish to integrate with. This must be a school or organization account and cannot be a Microsoft account.
This list is starting to be quite long so I understand that it is easy to miss. As soon as I pick something up in these forums, I add it to the documentation.
It is also possible that there is a connectivity issue or duplicate object. https://zcusa.951200.xyz/en-us/azure/active-directory/hybrid/tshoot-connect-connectivity
Also, check your conditional access policies to make sure there isn't something blocking unjoined devices.