Same here. I just moved and now Im trying to set it up again and it will not connect.
Microsoft, please contact us.
I receive an error message stating "Your are not connected to a network or the network has no internet access. Please go to Wifi setting page to check then try again."
I've tried this several times even factory reset and restart of all devices.
Ideally I should be able to connect to the Cortana Invoke without even connecting to the internet via Bluetooth. This seems like a very simple compatibility issue. Rather, the Invoke wants to set up the device before allowing use of the device at all. This renders the device useless.
PS. There were typos in the actual message on the Cortana App, as seen above.