SysKit Insights cannot add certain (SharePoint Online) pages when using the web application.

Page Performance via Web App

Summary:
The problem appears when the user is using the web application to add a site for which he/she does not have permission. In most cases, this will happen with a SPO (SharePoint Online) site. To be more precise, the problem lies with the authentication process for the given site. If you already have the required permissions, eg. for a on-premise site, you should be able to add the given site.

Solution:
You should always use the SysKit Insights desktop application when adding new pages for Page Performance monitoring.