Hi,
Maybe you didn't install all the required SGX AESM packages?
Generally, you'll need to install these packages for AESM:
  sgx-aesm-service
  libsgx-aesm-launch-plugin
  libsgx-aesm-quote-ex-plugin
  libsgx-aesm-ecdsa-plugin
  libsgx-dcap-quote-verify
And when you're using Azure-DCAP-Client, you *must uninstall* this package:
  
libsgx-dcap-default-qpl  (because it silently overrides the azure dcap client package)
If the problem persists, try to play with environment variable `SGX_AESM_ADDR=1` (I don't remember what it was for, please google if need some context).
See also some helpers: