When running an outdated version of the Windows Azure MP (version 126.96.36.199) in your SCOM environment, the SCOM Visio add-in won’t work.
This one is simple: UPDATE the Windows Azure MP to the latest version (188.8.131.52). After the update the SCOM Visio add-in will work.
I do understand that organizations decide not to update the MPs as soon as an update comes out. Good testing is required AND advised. However, NOT updating the MPs isn’t a good choice either.