@Alberto Barrado Jiménez Thank you for reaching out to us, As I understand you are trying to enable UEBA feature on Sentinel. As per this documentation to enable or disable this feature below are the requirements
- user must be assigned to the Microsoft Entra ID Security Administrator role in your tenant or the equivalent permissions, Global admin privilege might not help, add the security administrator role and verify the outcome.
- user must be assigned at least one of the following Azure roles - Microsoft Sentinel Contributor at the workspace or resource group levels or Log Analytics Contributor at the resource group or subscription levels.
Would recommend checking the above mentioned prereqs and let me know if this helps or not.