Scheduled Analytics Rule not triggering...

I'd look to remove the ago(1d) line from the SigninLogs part as the portal applies those, and retest

You can also avoid the lowercase conversion and use the ID's

let PrivilgedRoles = dynamic(["Global Administrator"]);
let PrivilegedIdentities =
    IdentityInfo
    | summarize arg_max(TimeGenerated, *) by AccountObjectId
    | mv-expand AssignedRoles
    | where AssignedRoles in~ (PrivilgedRoles)
    | summarize AssignedRoles=make_set(AssignedRoles)
        by
        AccountObjectId,
        AccountSID,
        AccountUPN,
        AccountDisplayName,
        JobTitle,
        Department;
SigninLogs
| join kind=inner PrivilegedIdentities on $left.UserId == $right.AccountObjectId
| project
    TimeGenerated,
    AccountDisplayName,
    AccountObjectId,
    AccountUPN,
    UserPrincipalName,
    AppDisplayName,
    ResultType,
    ResultDescription,
    IPAddress,
    LocationDetails