[PC] Mandatory connection

Hi,
I just finished to download Forza Horizon 4 from the microsoft store, but when I launch the game I have a message saying :
“Connexion obligatoire
Vous ne pouvez pas continuer sans être connecté à un profil.”
which can be translated to :
“Mandatory connection
Can’t continue without profile logon.”

I have no idea what it means, the only thing I can do is press “OK”, and go back to start screen.
I’m connected to the microsoft store, what should I do in order to play?~~

Thanks

You need to go to support with this question.
The only guess I have is you are offline or your firewall doesn’t let you log in to Xbox Live account.
Do you have any other games from MS Store? Do they save progress to your Xbox account?
If you open the Xbox app and go to Settings → Network, what does it say?