Because the team in integrating a much richer experience at the moment, this feature seems to be broken if you follow most tutorials. The good news is it is still entirely possible! albeit a wee bit more confounding to get working. Follow this guidance from Dan Kershaw.
In short.
- Download the app manifest
- Edit the app manifest
- Upload the app manifest
- Update your relying app's configuration to require the desired consents of the directory.