Hello,
Our team has started our first Fabric project and as part of it we would like to create a OneLake shortcut to Dataverse (we are also building model-driven apps for the project). However, we are facing a "Your need a Power BI premium license to continue" error, as you can see below:

We have an F2 license, admin role in the Power BI Workspace, and System Administrator security role in the Dataverse environment. According to Microsoft's documentation, we should be able to create the shortcut under those conditions.
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Any ideas/suggestions of why we are facing this error? Is there something that we are missing, or is the documentation off?