Recently after upgrade to version 9.1 and USD 4.0, some of the users started getting the below error while trying to login into the USD Client Application.
You don’t have permission to access any of the organizations in the Microsoft Dynamics CRM Online region that you specified. If you’re not sure which region your organization resides in, choose “Don’t know” for the CRM region and try again. Otherwise check with your CRM administrator.
They were able to login to Dynamics 365 CE through browser though.
Eventually turned out that few of the sites (url(s)) were getting blocked because of the network policy on the agent’s machine. Allowing those sites resolved the issue.
Hope it helps..