Note that this can only be changed up to five times per year, so it won't help you if you're playing across multiple consoles regularly. To set this up, jump into the Settings and go to General > Personalisation > My home Xbox and activate it there.
This essentially skips the permission check which causes the error for anything you download on your account to that console. If you only play on a single console, the easiest fix is to make that your home Xbox.
