Hi,
I had the same issue just a moments ago and I saw the answer to have the same email on your business description on Meta as the same email that you have on shopify for your store, I did that as well as put the information for my company on Meta, tried again and it got solved, this is the route to do it on Meta:
1-Go to Meta Business Suite of your Store
2-Settings
3-Information of the portfolio
4-Enter the information for your business and change the Email to the one you use on shopify
5-Try again to connect your shopify and Meta
It worked for me, hope that it also helps somebody else
-Greetings,