Unable to access https://cdx.transform.microsoft.com

I found a solution for both my own tenant and a customer of mine that is ISV. So 2x Partner Center. 

Microsofts FAQ actually mentions this issue:

How to fix partner "Not Authorized" error when accessing site?
Partner user/organization consent to the "Modern Workplace Tools" and "Modern Workplace Tools (service)" applications is required.

But since the Modern Workplace Tools app gets approved by an admin the first time a customer/tenant tries to visit MDX (given the user has permissions) - it leaves the service application without admin consent. 

The Solution:
Go into Entra ID > Enterprise applications > "Filter for: All applications (if not found at first)". 
Locate both apps and ensure they have been given admin consent. For my self and our customer, the service app was missing admin consent.