I did some testing. I created a database enabled for enclaves on one of my Azure servers. I find that I can connect to this database with these settings in SSMS:
But if I connect to a database on this server which is not enabled for Always Encrypted, I get the same error message as you.
I'm inclined to think that you may be connecting to the wrong database. Either because you are connecting to database yourdb on server2.windows.database.net rather than database yourdb on server1.windows.database.net. Or you don't have the proper database in the Connection properties tab. So I would double-check all parameters.
Another way to check this, is to connect to the database with AE enabled and run queries against tables you know have encrypted columns. Also run this query:
SELECT * FROM sys.column_master_keys
And check the column allow_enclave_computations
If all checks fall out positive, we will have to conclude that something is out of order. I would recommend that you open a support case if so. If you only have a developer plan, this will send you back here, but since you work for a big bank, I assume that you have access to a better support plan.