I'm building my first site in Power Pages and I encountered an issue right away. When I attempted to preview my site, I just got a blank page with the text "You do not have permission to view this directory or page." at the top.
To troubleshoot, I set the Site Visibility to Public. After a few minutes, the page was loading as expected. I then set the visibility back to Private. After a few minutes, when I refreshed, I was prompted to authorize my page to connect with Azure AD. Once I did so, the page was displaying as expected, with a banner across the top saying "This site is private: Only specific people can view this site."
Hope this helps someone else seeing the same issue.
Thanks for sharing @rgsteele-cc