You get the message Message “You can’t access this shared folder because your organization’s security policies block unauthenticated guest access”. This can happen to both domain users and Azure AD logins (eg Office 365).
(h/t Aruna Lakmal)
Follow the blog above but don’t forget to do this as well:
set Computer Configuration->Windows Settings->Security Settings->Local Policies->Security Options
set Microsoft network client: Digitally sign communications (always) -> Disabled