I'm currently trying to Create a Connected App and Link to Alexa.

When I click "Link Account", I get a new tab which displayes an "OAuth Error":
 

We can't authorize you because of an OAuth error. For more information, contact your Salesforce administrator.

OAUTH_APPROVAL_ERROR_GENERIC : An unexpected error has occured during authentication. Please try again.

The result page URL offers a little more information:
 

error=invalid_scope&error_description=the+requested+scope+is+not+allowed

These are the Selected OAuth Scopes for the Alexa Skill Connected App in SFDC:

Access and manage your data (api)
Provide access to your data via the Web (web)

Any ideas what is wrong or how to fix it?