I've setup an Azure VPN Gateway according to the instructions on https://learn.microsoft.com/en-us/azure/vpn-gateway/openvpn-azure-ad-tenant
However, each time I connect, the AAD Credentials token for the user is received successfully. But next I get a message saying: "Dialing VPN Connection xxxxxx. Status = The operation was canceled by the user."
I've done everything listed here: https://learn.microsoft.com/en-us/azure/vpn-gateway/troubleshoot-ad-vpn-client.
Anybody out there that has a clue?
I found the answer to my problem, so here is the solution (in my case)
Try connecting to your VPN again.