Ran into same problem today. Calling GoDaddy support and those people have no idea what you are talking about and zero help. So don't even waste your time with their support, or you will be upset (promised). After couple hours of research, I finically figured out a way to disable the Office365 Admin Center auto redirect back to GoDaddy. You need to open a powershell, and issue the following command.
install-module MSOnline
Connect-Msolservice
Sign-in to an email account that is assigned with "Admin" role in GoDaddy Email & Office section. The account with admin role should have a "Admin" tag.
Once you connected to the msol, use the following command to check your current domain name setup.
Get-MsolDomain
You should at least see two domains listed. One starts with NETORGxxxxxx.onmicrosoft.com. Another one should be your email domain. Notice the "Authentication" column for your domain name is "Federated". That is the root problem causing the admin center redirection.
To fix it, issue the following command.
Set-MsolDomainAuthentication -DomainName "<your org domain name>" -Authentication Managed
Double check again with "Get-MsolDomain" to confirm your domain name has changed to "Managed".
Wait couple of minutes, you should regain full control of the Admin Center again.
Need more help? email me at support@slsnetworks.net