In order for Alight Analytics to have access to your Salesforce Pardot account, you'll need to connect in the Connect Page of ChannelMix Control Center.
In accounts with Salesforce User Sync enabled, you must authenticate with a Pardot-only user. SSO users aren't supported with this authentication type. OAuth authentication must be used for SSO users. If you do not have a Pardot-only user, you may need to contact your Pardot rep to get one created.
Please see the 'Via Pardot API login endpoint' of this documentation for further information.
Authentication for Salesforce SSO users is coming Spring 2021.