Connect to Azure with B-L475E-IOT01a1

I'm trying run the example software provided in X-CUBE-AZURE. After dragging and dropping SBSFU_B-L475E-IOT01_Cloud_AZURE_V1.2.0.bin from en.x-cube-azure\STM32CubeExpansion_Cloud_AZURE_V1.2.0\Projects\B-L475E-IOT01A\Applications\Cloud\Azure\Binary and resetting the board, it asks for the wifi info, but then doesn't ask for Azure info, instead it gives an error that the interface can't be connected.

= [SBOOT] System Security Check successfully passed. Starting...
= [FWIMG] Slot #0 @: 8080800 / Slot #1 @: 8012000 / Swap @: 80ee800
 
 
======================================================================
= (C) COPYRIGHT 2017 STMicroelectronics =
= =
= Secure Boot and Secure Firmware Update =
======================================================================
 
 
= [SBOOT] SECURE ENGINE INITIALIZATION SUCCESSFUL
= [SBOOT] STATE: CHECK STATUS ON RESET
 INFO: A Reboot has been triggered by a Hardware reset!
 Consecutive Boot on error counter = 0
 INFO: Last execution detected error was:No error. Success.
= [SBOOT] STATE: CHECK NEW FIRMWARE TO DOWNLOAD
= [SBOOT] STATE: CHECK USER FW STATUS
 A valid FW is installed in the active slot - version: 1
= [SBOOT] STATE: VERIFY USER FW SIGNATURE
= [SBOOT] STATE: EXECUTE USER FIRMWARE
 *************************************************************
 *** STM32 IoT Discovery kit for
 *** STM32F413/STM32F769/STM32L475/STM32L496 MCU
 *** X-CUBE-AZURE Cloud Connectivity Demonstration
 *** FW version: 1.2.0 - 17-July-2019 04:18:03 PM
 *************************************************************
 
 *** Board personalization ***
 
 - Network Interface initialized:
 
 *** WIFI connection ***
 
 Push the User button (Blue) within the next 5 seconds if you want to update the WiFi network configuration.
 
 Your WiFi parameters need to be entered to proceed.
 
 Enter SSID: You have entered HNY-MIS-G as the ssid.
 
Enter Security Mode (0 - Open, 1 - WEP, 2 - WPA, 3 - WPA2):
 You have entered 3 as the security mode.
 
 Enter password:
 - Network Interface started:
 - Device Name : Inventek eS-WiFi.
 - Device ID : ISM43362-M3G-L44-SPI.
 - Device Version : C3.5.2.3.BETA9.
 - MAC address: C4:7F:51:03:EE:16.
 
 ERROR: C:\STM32CubeExpansion_Cloud_AZURE_V1.2.0\Middlewares\ST\STM32_Connect_Library\core\net_core.c:356 Interface cannot be connected
 ERROR: platform_init L#254 Unable to connect netif
 ERROR: cloud_run L#1198 Cannot retrieve the connection string from the user configuration storage.
 ERROR: cloud_run L#1409 Failed to create the device model.