Hello Greg,
I recently upgraded to Xbox Game Pass Ultimate. When I try to install a game, while signed into my account, from the MS webpage, I get a dialog box stating:
Where do you want to install?
It looks like you don’t have any applicable device(s) linked to your Microsoft account. To install, sign in on a device with your Microsoft account.
My account manger shows my PC on my devices' listing page. I linked to the manager using the same account, which displays "My account login" on both the page trying to install and the devices listing. Apparently the dialog cannot access the devices linked
to my account.
When I did not use the "...." -> "Install on my devices" and just clicked "Install/play" the install did kick off and is apparently working.