Can't access Sharepoint folder from Desktop App

I am tryign to connect PowerBI Desktop to a Sharepoint Folder.

I have access to the site and the folder and sync the contents locally using the OneDrive client, but this doesnt support auto refresh AFAIK.

When I try to use a Sharepoint folder as the source I get this window

and no matter what configuration I choose I get the same error

I can access the site and the folder using SSO with my current credentials in a browser, but I get a similar message if I try to connect using PowerBI online.

I have set this, but it made no difference.

Any ideas anyone?