This is because the Login is mapped to the "master" database of each server. So, when we configure FailOver Groups, only the users of the user database will replicate to the secondary server. You could find more information here: Configure security for disaster recovery - Azure SQL Database | Microsoft Learn
To avoid incorrect user errors, the case failover, you will have to manually create the Logins/Users of the primary server on the secondary server.
In the event that you have to “replicate” SQL Logins, you will have to create the Login with the same SID (security identification number) - Logins in secondary server not mapped correctly from primary server - Microsoft Community Hub