It is not possible to set permissions for "Anonymous Users"

[AdrianFarmadin]

Jenkins and plugins versions report

Jenkins: 2.319.2
OS: Linux - 5.13.0-37-generic

ace-editor:1.1
antisamy-markup-formatter:2.7
apache-httpcomponents-client-4-api:4.5.13-1.0
azure-ad:191.vfc8019068670
azure-sdk:106.v552de1e64d56
bouncycastle-api:2.25
caffeine-api:2.9.2-29.v717aac953ff3
cloudbees-folder:6.714.v79e858ef76a_2
command-launcher:1.6
display-url-api:2.3.5
durable-task:495.v29cd95ec10f2
github-api:1.301-378.v9807bd746da5
handlebars:3.0.8
jackson2-api:2.13.2-260.v43d711474c77
javax-activation-api:1.2.0-2
javax-mail-api:1.6.2-5
jaxb:2.3.0.1
jdk-tool:1.5
jjwt-api:0.11.2-9.c8b45b8bb173
jnr-posix-api:3.1.7-3
jquery3-api:3.6.0-2
ldap:2.8
mailer:408.vd726a_1130320
matrix-auth:3.1
momentjs:1.1.1
okhttp-api:4.9.3-105.vb96869f8ac3a
pam-auth:1.7
plugin-util-api:2.15.0
popper-api:1.16.1-2
popper2-api:2.11.4-1
resource-disposer:0.18
script-security:1138.v8e727069a_025
snakeyaml-api:1.29.1
sshd:3.1.0
trilead-api:1.0.13

What Operating System are you using (both controller, and any agents involved in the problem)?

Docker with jenkins/jenkins:lts image on Ubuntu 21.10 64-bit

Reproduction steps

1. Run docker run -p 8080:8080 -p 50000:50000 jenkins/jenkins:lts
2. Install default plugins
3. Install Azure AD plugin: jenkins-plugin-cli --plugins azure-ad:191.vfc8019068670
4. Install Matrix auth plugin: jenkins-plugin-cli --plugins matrix-auth:3.1
5. Restart container
6. Configure Azure AD connection
7. Grant permissions to "Anonymous Users" and save

The permissions are not saved for "Anonymous Users"

Expected Results

Granted permissions for "Anonymous Users"

Actual Results

No permissions for "Anonymous Users"

Anything else?

No response