'Cisco Anyconnect VPN connection Issue from azure vm running Windows 11

I have a vm running on azure. I have installed Cisco Anyconnect Secure Mobility VPN Client. I tried to connect to my organisation, but I am getting the following error.

 5:46:21 PM    Ready to connect.
 5:46:42 PM    Contacting ************.com/2fa.
 5:47:18 PM    User credentials entered.
 5:47:21 PM    Please respond to banner.
 5:47:23 PM    User accepted banner.
 5:47:23 PM    Establishing VPN session...
 5:47:23 PM    The AnyConnect Downloader is performing update checks...
 5:47:23 PM    Checking for profile updates...
 5:47:23 PM    Checking for product updates...
 5:47:23 PM    Establishing VPN session...
 5:47:23 PM    Establishing VPN - Initiating connection...
 5:47:24 PM    VPN establishment capability from a remote desktop is disabled.  A VPN connection will not be established.
 5:47:24 PM    AnyConnect was not able to establish a connection to the specified secure gateway. Please try connecting again.
 5:47:25 PM    Ready to connect.

How would I handle this situation.



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