After you pre-configure CASB Gateway Advanced in CMP you got an error.
CMP support view showed details:
Request Time: [yyyy-mm-dd hh:mm:ss.SSS] Request Type: [CREATE_ORDER] Latest Error Message: [Primary domain yourdomain.onmicrosoft.com matches with prohibited domain: .onmicrosoft.com]
CASB Tenant ID remains DUMMY.
CASB primary domain cannot be created with onmicrosoft.com. CMP support may reset this entitlement and the customer may re-configure it.