The text say in italian “To configure this device, you need to have the Xbox Identity Provider installed and be signed in to your Xbox account. Check that your PC is connected to the internet, and try installing the Xbox Identity Provider. Then sign in to the Xbox app. If that doesn’t work, please try again later.”
This means that for some reason my connection doesn’t work or the xbox servers are offline I cannot customize my controller in any shape of form with the official app from Microsoft.
It’s Microsoft. They actively fight against anything that even comes close to free software. The only way to fix this shit is to buy different products.