Hi Bram,
Assuming you created a project using the AppCloud Default project (the default template when creating a new project), the 'Sign in with your Mendix Account' functionality is intended for when you are running the project in a Sandbox.
Trying to use this functionality while running the project locally will fail. During deployment to a sandbox (or any other node in our cloud), some data will be set in our system which allows you to use single sign-on for your application. (Registering that your account has access to this application) However since this is not the case when deploying locally, this flow will not log you in and you can only use local users instead.