Hi,
Test-NetConnection www.microsoft.com -Port 80 - Yes working from vm created in same scom MI.
Check that your Network Security Group (NSG) and firewall settings allow access to the required services, including Nexus Service, Bridge Service, and Azure Resource Manager. - there is no nsg configured on scom mi subnet. firewall is not there. which firewall we talking here?)
Your VNet needs to be able to directly connect to the DNS server. - vNET has connectivity to DNS