Same here. We tried using https://sentry.our.domain/organizations/sentry/integrations/jira_server/setup as a Callback URL with 20.7.2 version, but still got same result as you did.
Have you found the solution?
We have no issues with communication between Jira and Sentry. For example, if we set a wrong consumer-key during setting up the integration on the Sentry side, we get an error like “can’t found the consumer-key”. And yes, we also use admin account in Jira in “administrative functions” mode.
So in our case using wrong URL in Jira application link was the problem. Changing it for some reason to https://sentry.our.domain/organizations/sentry/integrations/jira_server/setup from https://sentry.our.domain/extensions/jira_server/setup/ was a mistake.
After changing it back it works well.