Update entra-id-conditional-access.mdx (cloudflare#24212)

* Update entra-id-conditional-access.mdx

* Update entra-id-conditional-access.mdx

---------

Co-authored-by: ranbel <[email protected]>

Author: kennyj42

src/content/docs/cloudflare-one/tutorials/entra-id-conditional-access.mdx

@@ -30,7 +30,11 @@ Once the base IdP integration is tested and working, grant permission for Cloudf
 
 4. Select **Microsoft Graph**.
 
-5. Select **Application permissions** and add `Policy.Read.ConditionalAccess`.
+5. Select **Application permissions** and add `Policy.Read.ConditionalAccess`. 
+
+	:::note
+	You must select **Application permissions**; delegated permissions will not work for this feature.
+	:::
 
 6. Select **Grant admin consent**.