This issue can be caused if the PowerShell modules required by Active Roles are downloaded from a different machine, then moved to the Active Roles Administration Service server(s).
The following powershell script can be run to unblock any files within the WindowsPowerShell\Modules directory:
1.- Open PowerShell ISE as an administrator
2.- Copy and paste the following script into the script windows, the script produces a list of all objects within the $Path location, then calls Unblock-File for each entry
3.- Change the path variable to the location were the required PowerShell modules have been copied to (default would be C:\Program Files\WindowsPowerShell\Modules
4.- Execute the script
Once the script has executed, return to the Active Roles Administration Center and attempt to perform the Azure Tenant configuration again.