Exchange Search failure

While running Test-ExchangeSearch on Exchange Server 2019, we are getting the following error message "Test-ExchangeSearch failed for database DB-XXX at 2024-05-23 07:09:28, SearchTimeInSeconds : 0 and Error : Mapi Error for mailbox database "DB-XXX": [Microsoft.Exchange.Data.Storage.IllegalCrossServerConnectionException]: Cannot open mailbox /o=XXXX/ou=Exchange Administrative Group (FYDIBOHF23SPDLT)/cn=Configuration/cn=Servers/cn=XXXXVM-SMBX02/cn=Microsoft System Attendant. Inner error [Microsoft.Mapi.MapiExceptionIllegalCrossServerConnection]: MapiExceptionIllegalCrossServerConnection: Monitoring mailbox [] with application ID [Client=Management] is not allowed to make cross-server calls from [XXXXVM-SMBX04.xxx.abc] to [XXXXVM-SMBX02.xxx.abc]. But when we run Test-ExchangeSearch on the server itself, it passes for the database hosted/mounted on the server but fails for databases mounted/hosted on other Exchange Servers. We have 4 Exchange Server 2019 configured with DAG and have 24 databases.