Hi,
You should be able to work around the issue by first Activating the sandbox (solving puzzles, reviewing/accept permissions, etc.) and then once you see the sign-in box appear on the right open a new browser tab. In this new tab, browse to https://shell.azure.com. If your existing sandbox hasn't expired you can use that instead of activating a new one.
When prompted, click Bash
Next choose No storage account required, for Subscription select Concierge Subscription, and click Apply.
After several seconds delay while a cloud shell is requested and connected to, you should see $ prompt. At this point you can complete the exercises instructions, copy/paste code from exercise tab to cloud shell tab as needed, etc.
NOTE: In some cases, on the separate browser tab running Azure Cloud Shell, you may need to click the gear icon in upper right corner and switch to Microsoft Learn Sandbox directory.
Please click Accept Answer and upvote if the above was helpful.
Thanks.
-TP