I know it's the User Entity, but I guess it's confusing as to what User they are referring as usual, since it just shows the GUIDS. And, since I'm running the request and a System Admin in both Marketo and Dynamics, I should have that Privilege.
My only guess is they may be referring to the owner of record. I even assigned the Lead to me.
Nevermind. I guess I forgot you need to make the Marketo Sync User Sys Admin as well.