I’m also using Entra ID for Remote Access VPN authentication.
I’ve never used Access Roles with an Inline Layer, so there might be some unexpected behavior there. However, what seems strange to me is that your pdp command doesn’t return anything.

In my case (the user is authenticated and connected), pdp correctly shows the authenticated user and the associated information, including EXT_ID_, and my Access Role is successfully matched based on that information.
The only limitation I’m aware of with Access Roles and Inline Layers is that you cannot use the VPN Community in the parent rule that points to the Inline Layer. You can, however, use it inside the Inline Layer itself, so I don’t think that is your issue.
You may also find this useful for PEP/PDP info, although some parts are not particularly clear:
https://support.checkpoint.com/results/sk/sk86441
It’s difficult to say for sure from here, but I would ask TAC to verify that the firewall is correctly mapping the Entra ID group to the expected Access Role. Based on what you’ve described, I don’t think the issue is related to the rules themselves.
Hopefully TAC can shed some light on it. Looking forward to your good news!