Azure Pipeline: Run Azure command in PowerShell script got "Insufficient privileges to complete the operation", even run as the service connection

Question

I tried to run a powershell script as Service Connection. Given that all the parameters are correct, no powershell script syntax error. The Service connection is also the valid one as I normally use it successfully for other AzureCLI task. I am sure My Service connection can access to all the pipelines. there is no restriction to it that I am aware of.

- task: AzurePowerShell@5
  displayName: 'Run my script'
  inputs:
    azureSubscription: 'My Service Connection'
    ScriptPath: '$(Agent.BuildDirectory)/drop/MyPowerShellScript.ps1'
    ScriptArguments: >
      -ADGroupName '${{ parameters.domainTeamName }}'
    FailOnStandardError: true
    azurePowerShellVersion: OtherVersion
    preferredAzurePowerShellVersion: 6.5.0
    pwsh: true

and I got this error message when I run the pipeline

Here is the script code, the last line is where it failed. It cannot run that azure command "Get AzADGroup" because it does not have permission.

[CmdletBinding()]
param (
    [ValidateNotNullOrEmpty()][Parameter(Mandatory = $true)][string]$ADGroupName
)

Set-StrictMode -Version 3

$ADGroup = Get-AzADGroup -DisplayName $ADGroupName

I feel weird because I have run the task as the valid "My Service Connection". it should have had permission to do everything. Anyone can help me please. Thanks