I had the same problem. Another person here next tried the other MKRWAN library and that fixed it for him and for me. To be clear, FirstConfiguration from MKRWAN_V2 fails but the same "sketch" from MKRWAN works. The difference is #include <MKRWAN.h> vs #include <MKRWAN_v2.h>. Finding the difference inside there "is left as an exercize for the reader". (TM)
This was tested on MKR 1310 received new 17Nov21.