Salesforce CRM Analytics Connector | OAuth JWT Connection Fails With 'User hasn't approved this consumer'

Salesforce CRM Analytics Connector OAuth JSON Web Token (JWT) connection fails with the below error that shows "user hasn't approved this consumer".

org.mule.runtime.api.connection.ConnectionException: CONNECTIVITY: Invalid status code: 400, response body: {"error":"invalid_grant","error_description":"user hasn't approved this consumer"}
org.mule.runtime.api.connection.ConnectionException: CONNECTIVITY: Invalid status code: 400, response body: {"error":"invalid_grant","error_description":"user hasn't approved this consumer"}
Caused by: java.io.IOException: Invalid status code: 400, response body: {"error":"invalid_grant","error_description":"user hasn't approved this consumer"}
Caused by: java.io.IOException: Invalid status code: 400, response body: {"error":"invalid_grant","error_description":"user hasn't approved this consumer"}
at org.mule.modules.salesforce.analytics.internal.connection.service.HttpClientService.executeMethod(HttpClientService.java:85)
at org.mule.modules.salesforce.analytics.internal.connection.service.HttpClientService.sendPost(HttpClientService.java:74)
at org.mule.modules.salesforce.analytics.internal.connection.service.OAuthTokenBearerService.sendAuthorizationRequestAndParseResponse(OAuthTokenBearerService.java:147)
at org.mule.modules.salesforce.analytics.internal.connection.service.OAuthTokenBearerService.login(OAuthTokenBearerService.java:89)
at org.mule.modules.salesforce.analytics.internal.connection.provider.OAuthJWTConnectionProvider.createPartnerConnection(OAuthJWTConnectionProvider.java:36)
at org.mule.modules.salesforce.analytics.internal.connection.provider.AbstractOAuthBearerConnectionProvider.connect(AbstractOAuthBearerConnectionProvider.java:71)
at org.mule.modules.salesforce.analytics.internal.connection.provider.AbstractOAuthBearerConnectionProvider.connect(AbstractOAuthBearerConnectionProvider.java:34)
at org.mule.runtime.module.extension.internal.runtime.config.ClassLoaderConnectionProviderWrapper.connect(ClassLoaderConnectionProviderWrapper.java:60)
at org.mule.runtime.core.internal.connection.ConnectionUtils.connect(ConnectionUtils.java:52)
at org.mule.runtime.core.internal.connection.AbstractConnectionProviderWrapper.connect(AbstractConnectionProviderWrapper.java:63)
at org.mule.runtime.core.internal.connection.ErrorTypeHandlerConnectionProviderWrapper.connect(ErrorTypeHandlerConnectionProviderWrapper.java:64)
at org.mule.runtime.core.internal.connection.ConfigNameResolverConnectionProviderWrapper.connect(ConfigNameResolverConnectionProviderWrapper.java:50)
at org.mule.runtime.core.internal.connection.ConnectionUtils.connect(ConnectionUtils.java:52)
at org.mule.runtime.core.internal.connection.AbstractConnectionProviderWrapper.connect(AbstractConnectionProviderWrapper.java:63)
at org.mule.runtime.core.internal.connection.DefaultConnectionProviderWrapper.connect(DefaultConnectionProviderWrapper.java:52)
at org.mule.runtime.core.internal.connection.CachedConnectionManagementStrategy.createConnection(CachedConnectionManagementStrategy.java:95)
at org.mule.runtime.core.api.util.func.CheckedSupplier.get(CheckedSupplier.java:25)
at org.mule.runtime.api.util.LazyValue.get(LazyValue.java:75)
at org.mule.runtime.core.internal.connection.CachedConnectionManagementStrategy.getConnectionHandler(CachedConnectionManagementStrategy.java:63)
at org.mule.runtime.core.internal.connection.DefaultConnectionManager.getConnection(DefaultConnectionManager.java:247)
at org.mule.runtime.core.internal.connection.DefaultConnectionManager.lambda$testConnectivity$1(DefaultConnectionManager.java:166)
at org.mule.runtime.core.internal.connection.DefaultConnectionManager.doTestConnectivity(DefaultConnectionManager.java:182)