Insufficient privilege to create a masking policy

[AlbertAit]

Hello,

I think there is some sort of bug in dBt when configuring dBt_project.yml file of "dbt_snow_mask".
I tried to configure "dBt_project.yml" (e.g.
name: 'dbt_snow_mask'
version: '1.0.0'

require-dbt-version: [">=0.18.0"]
config-version: 2

target-path: "target"
clean-targets: ["target", "dbt_modules"]
macro-paths: ["macros"]
log-path: "logs"

vars:
use_common_masking_policy_db: "True"
common_masking_policy_db: "MY_DB"
common_masking_policy_schema: "MY_SCHEMA"
use_force_applying_masking_policy: "True"
)
to force dBt to create masking policies in a dedicated database and schema in SF instance, but I get an error "Insufficient privileges to operate on database 'MY_DB'", but when I use the same role as my dbt user does in SnowFlake itself I have no problem of creating or applying masking policies in that same location.

Please advise.