Analysis Server Roles from Entra workstation

We have Analysis Server solution, maintained and deployed from Visual Studio, where the roles defined use AD groups. This worked perfectly as long as long as the machine used was on the same domain as the groups or was hybrid joined. On a new laptop that is Entra-only joined we do see a curious issue. The AD where the groups are located is a fully trusted domain.

In SSMS (version 20.2) we now see this behavior in the Object Explorer:

1. Connect to SQL Server Database Engine
   1. On-premise server A
   2. Navigate to Security -> Logins -> Right-click and select New Login
   3. Click on Search
   4. Click on Locations
   5. Full list of available domains to search is available
2. Connect to SQL Analysis Services
   1. On-premise server A (so the same server)
   2. Navigate to Databases -> {Database name} -> Roles -> Right-click and select New Role
   3. Click on Membership and Add
   4. Click on Locations
   5. Only the local computer is available

This prevents us from creating new roles with an AD group membership. Please note that everything else is working fine. Browsing as another AD user in any way works perfectly.

Any ideas to why it behaves differently when connecting to database engine versus analysis services or what we can do to resolve this issue?

PS! We see similar issues in Visual Studio if we try to edit roles in a Analysis Services Project. The assumption is that these both rely on the same underlying services to lookup objects on the AD domain. Thus if we resolve the SMSS issue we hope that also resolves the VS AS project issue.

Regards, Stig