Cannot connect to a remote Jupyter server from vscode.dev

[nsklei]

Environment data

• VS Code version: 1.89.0 on vscode.dev
• Jupyter Extension version (available under the Extensions sidebar): v2024.4.0
• Python Extension version (available under the Extensions sidebar): v2024.6.0
• OS (Windows | Mac | Linux distro) and version: Win 11 v10.0.22621 Build 22621
• Jupyter server running: Remote

Expected behaviour

I run a jupyter notebook instance on my azure vm.
When opening the url http://xx.xx.xxx.xxx:yyyy/tree?token=abc12345 in my browser jupyter works.
When opening the same url in VS Code Desktop App, I can connect to the kernel and run a script on it.

Actual behaviour

When doing trying to connect the kernel using the same url in vscode.dev I get the following error:

I followed the steps described here, but it didn't solve the problem.