When you try to expand a group in the Permissions matrix report, the following error is shown:
You can't expand a Microsoft 365 security group without consenting to the Azure ShareGate app. Please consent to the app and try again.
To expand your Security groups ShareGate Desktop must use a SharePoint API that requires the app to be consented in your tenant.
To resolve this error, a global admin must consent the app. You can find more information here.