I have the same problem. Player is authenticated with XBox Live but still get this message upon attempting to join.
This is a new server setup with 1.8.1.2 server and 1.8.1 client.
Can either of you please provide steps on how to achieve this?
This comment gives an example: https://bugs.mojang.com/browse/BDS-56?focusedCommentId=490680&page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel#comment-490680
I found this, which was written for the Java version, but adapted works for Bedrock too:
https://gist.github.com/justinjahn/4fe65b552b0622662420928cc8ffc7c0