The Error message represents your account doesn't have role assignment permissions and write permission on defined scope. so, you need to add required permissions.
After reproducing from my end getting the same error and below are the steps followed.
- Created Storage account.

- Then Create File share in Storage account.

- Then Create file sync by taking previously created storage a/c and file share name as shown below.
Getting the same error as to create cloud end what it needs required permissions.

For above error, you need to
Step1: Enable AD ownership to azure file share.
Step2:Set share-level-permissions to “Enable permissions for all authenticated users and users”
Then save.

Then only cloud end will create.
If you are unable to add required permissions as mentioned above, I am suggesting that connect with the client who can add you required permissions or try with other account which had these permissions.
Reference MS Document for share level permissions.