OneDrive for Business sync to on-premise SharePoint failed

I have a SharePoint instalation on Azure and I'm able to visit the site via the webbrowser, download/upload files and all that. Then I try to setup sync.

Steps:

1. Go to Documents page on SharePoint.
2. Click "Sync" and then "Get the OneDrive for Business app..."
3. Download and install OneDrive for Business.
4. Go to Documents page on SharePoint
5. Click "Sync", "Sync now" again and then open in OneDrive for Business.
6. OneDrive for Business opens up and autofills the correct URL.
7. CLick next and enter your credentials to one of the SharePoint users.
8. "Select the library you want to sync" dialogue shows. Select "Documents" and click "Sync selected"
9. The following error shows,

We couldn't sync this library. We couldn't set up this library for you because of a server or list configuration problem. If this keeps happening, please contact your administratot. Once this issue has been resolved you can try setup again.

10. Click "Technical Details" and get,

Retrieving the COM class factory for component with CLSID {A7B3B4EE-925C-4D6C-B007-A4A6A0B09143} failed due to the following error: 80040154 Class not registered (Exception from HRESULT: 0x80040154 (REGDB_E_CLASSNOTREG)). Error code=0x1f4; Error source=Http

I have tried this in several environments (my local computer, azure instances that host SharePoint, VirtualBox, etc) but they all give the same error and as the error says it seems to be something with the SharePoint configuration.

After using google it seems to be an issue with 32-bit vs 64-bit

Error message.