This happens because you have a specific App Type on Facebook. Each labeled types give access to different permissions. Consumer will let you access your profile, while Business would only let you access your page. JIG needs an app that does both at the same time (hopefully they will not make the workflow harder in the future by forcing you to have two separate apps or add your pages manually to JIG). Therefore when setting up the app, you need to choose this type (it's not the default):
Create an app with a custom set of permissions and products.
The reason why you might have missed this, is that you couldn't have known as for a while JIG's Facebook setup step by step failed to mention this, sorry! So, if you already have an app, there is no need to start over. Based on Facebook's help:
You may remove your App Type by going to App Dashboard > App Review > Permission and Features > Looking for additional permissions and features? and clicking the Remove App Type button.
The permissions currently needed are:
- user_photos - Consumer
- user_posts - Consumer
- user_videos - Consumer
- pages_show_list - Business
- pages_manage_metadata - Business
- pages_read_engagement - Business
When you have no particular App Type you have access to all at once.