Issue
When a user connects with the OData url, the prompt for the login and password reappears systematically.
Error Code
When you enable a network trace (Developer mode), you may find that the error is a 401 (Unauthorized)
Message:
{"error":{"code":"","message":"Authorization has been denied for this request."}}

Resolution
Complete a test with an account without MFA.
Related Links
As it's explained in the documentation:
Configuring the SmartObject OData Service (nintex.com)
- You cannot setup AAD consent with an AAD account that has Multi-Factor Authentication (MFA) enabled.
- Turn off MFA before granting consent.
- After granting consent you can turn MFA back on.