Beginning in Task 4: 'Log on to the Azure VM running Visual Studio 2019 and SQL Management Studio 19', it should be noted that the steps in multiple places no longer match exactly the behavior of the current version of SQL Mgmt. Studio that is installed, and thus should receive an update to clarify steps as they work now whilst the Always Encrypt wizard is running.
As a part of that, I believe the 'Set IE Enhanced Security Configuration to Off.' step should be implemented at the start of Task 4 to ensure the new SQL Mgmt Studio login to Azure functionality works more seamlessly.
While a savvy Student may be able to puzzle through these differences on their own, it is different enough now, hopefully an update will be in the works.