This is not the domain you are loading. You are loading www.msftconnecttest.com, which is a different domain.
dig +short msftconnecttest.com
52.164.206.56
104.215.95.187
dig +short www.msftconnecttest.com
v4ncsi.msedge.net.
ncsi.4-c-0003.c-msedge.net.
4-c-0003.c-msedge.net.
13.107.4.52
You will need to add www.msftconnecttest.com to the whitelist.