I have Steam – here’s what I have to do:
Open Steam, go to Settings
Click the In-Game tab to verify that ‘Enable the Steam Overlay While In Game’ is checked
Go to the Library, select the game, and under Properties make sure it’s checked there too
Start MSFS, go to Marketplace, and try again
You should get the Steam pop up to allow purchase to go through
If that’s not it, sorry. Best of luck.