Azure Application Proxy MSAL Auth issue

Question

Implemented test windows application based on official manual: https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/application-proxy-configure-native-client-application

Following code is a result:

IPublicClientApplication clientApp = PublicClientApplicationBuilder
            .Create("Native App Client Id")
            .WithRedirectUri("http://localhost")
            .WithAuthority("https://login.microsoftonline.com/"My Tenant ID"")
            .Build();

            Microsoft.Identity.Client.AuthenticationResult authResult = null;
            var accounts = await clientApp.GetAccountsAsync();
            IAccount account = accounts.FirstOrDefault();

            IEnumerable<string> scopes = new string[] { "api://"APP Proxy Uri"/user_impersonation" };

            try
            {
                authResult = await clientApp.AcquireTokenSilent(scopes, account).ExecuteAsync();
            }
            catch (MsalUiRequiredException ex)
            {
                authResult = await clientApp.AcquireTokenInteractive(scopes).ExecuteAsync();
            }

            if (authResult != null)
            {
                HttpClient httpClient = new HttpClient();
                httpClient.DefaultRequestHeaders.Authorization = new AuthenticationHeaderValue("Bearer", authResult.AccessToken);
                HttpResponseMessage response = await httpClient.GetAsync("App Proxy based URL"+ "/api/values");

Everything works fine until HTTP request with a token, it is being redirected to login.microsoft.com: error

Redirect URI to login.microsoft.com: {https://login.microsoftonline.com/9966XXXXXXXXXXXXXXXXXXXXXXXX/oauth2/authorize?response_type=code&client_id=XXXXXXXXXXXX&scope=openid&nonce=983XXXXXXXXXXXXXX&redirect_uri=https:%2f%2fXXXXXXX.msappproxy.net%2f&state=AppProxyState:{"InvalidTokenRetry":true%2c"IsMsofba":false%2c"OriginalRawUrl":"https:%5c%2f%5c%2fXXXXXXXXXXXXXXX.msappproxy.net%5c%2fapi%5c%2fvalues"%2c"RequestProfileId":"XXXXXXXXX"}%23EndOfStateParam%23&client-request-id=XXXXXXXX}

Any ideas what's wrong? Browser access works just fine, also JWT token is fully valid and being passed correctly.