As you mentioned that you are having the Global Administrator role in MS Entra ID.
In order to resolve your issue related to the ERROR:
"There was an error logging in. Your user does not belong to a Databricks account. Contact your Databricks account administrator"
You can follow the below steps:
Create a new external user and grant them access to the Databricks account console:
You can create a new external user in Microsoft Entra ID and assign them the Global Administrator role, allowing them to sign in to the Azure Databricks account console.
Follow the steps below to implement this solution.
Go to the Microsoft Entra ID> Go to Users Create a new external user > Give 'Global Administrator' Role to the new user


Sign in to the Azure Databricks Account Console using the new user via https://accounts.azuredatabricks.net/.