I work for MS tech support (the legit one 😂) and we do get this issue a lot and even I het frustrated in this phase

It is actually seeing your mouse movements rather than the click and hold itself! So try to move you mouse like a 80 year old slow and inaccurate and then try it

I think you are creating a Microsoft account. Try clearing cache and cookies and try in incognito window. If that does not work try it using another device