The built-in Event Hub data connector pulls in the Diagnostics data of the Event Hub and not its content. So if you push data to an Event Hub and you want that data to be in Sentinel then this connector is not for you. This connector will send the operational data of the Event Hub, so you can monitor the operation of the Event Hub.
It is not a permission issue in your case; you are just using a connector that was designed for a different purpose. If you want the content of the Event Hub you have to create your own connector that reads data from Event Hub and forwards it to Sentinel to a table. I'm sure you can find a Logic App or Function App on the internet that does this.
Or you can just directly send the data cross-tenant from the other tenant to the Sentinel in the main tenant. If you want to configure it manually, you just need a user who has access to both tenants and has the permission to
1: Configure the Entra ID diagnostic settings in tenant A and
2: has the permission to target the Sentinel in the main tenant.
This permission you can establish via Azure Lighthouse between the two tenants. Then you can just configure this logging on the GUI.
My blog is about a specific drawback of this, but maybe it gives you some ideas: https://tokesi.cloud/blogs/22_08_14_crosstenant_diagnostic_logging/