I have no permission to view Firewall report

Hi
I am trying to test https://docs.microsoft.com/en-us/microsoft-365/security/defender-endpoint/host-firewall-reporting?view=o365-worldwide function.

First, I enable "Audit Filtering Platform Packet Drop" and "Audit Filtering Platform Connection" events.

After it, when I open https://security.microsoft.com/firewall, it tell me "Sorry, you have no permission to view it."

I am Security admin, Security reader, Security operator already.

What permission I have?